I've been to a million gun shows, so I'm not going.
Alessio, in Texas, gun shows look like this:
Rows and rows of tables with guns and ammo. Here in CA there are less tables and less guns. They generally sell mace/bear spay, hunting/camping/camo stuff, tshirts, survival & military manuals, etc. A real GUYS day out. It's interesting if you've never been to one. Especially for non-Texan's :)
No, I've never been to any gun show in Europe. All that I know is that it is quite inexpensive to rent guns at the range - but of course the selection is somewhat limited.