We haven't bought at a show, but bought our last two rigs from a dealer two hours away. One new coach and one used one. We don't consider that a problem, but we are retired so can go spend a couple days there if needed, or can drop the rig off and come home again.
If you travel a lot, i.e. fulltime or part time, odds are that service will be needed when you are away from home anyway, so the location of the selling dealer is unimportant.
You can also get warranty service at other dealers for the brand. And if its an appliance, e.g. a fridge or washing machine, it doesn't even have to be a dealer for your RV brand (but you are likely to get more sympathy from a dealer).
Personally, I would rather have a few extra thousand in my pocket than a near-by dealer, but that would depend to some extent on the local dealer. If he is one of the [relatively few] good ones, it is worth some $$ to have him on your side. Most of them, however, would not command that sort of loyalty from me. They all love ya when a sale is in the wind, though.
2004 American Tradition; 2014 Buick LaCRosse
Homebase in the Ocala Nat'l Forest near Ocala, FL