James E. Campbell Gem, Mineral & Fossil Show at the New York State Museum in Albany. They always have neat stuff for sale and much of it is reasonably priced. The museum is also nice to see - the mineral collection is awesome and I especially like the New York State fossils.
I used to work up at the New York State Geological Survey, about 20 years ago now, and worked with Jim Campbell on the mineral collections at the museum. Even went collecting with him a few times. Unfortunately he passed away of a heart attack a couple of years after I left.
I plan on going up on Saturday. Just wish I had more money to spend!