So I completely forgot about this thread a bit ago and what I wanted to add to it.
In the past two years (one show per year) Ducky and I have managed to land somewhere between 10-15 gigs directly from the shows. Here is our basic approach to how we do it.
We get a mid sized booth, 10'x10' (I think that's the size) and we add an additional table. To set the tables up, we place them in an "L" shape along the back wall and a side of our booth, this way we can actually invite people into our booth...a really good first step at being personable. For the physical booth itself, last year we ditched the black table clothes and skirts that were provided in favor of some red ones...helping to catch people's eyes and stand out. We had a large bowl of candy available for anyone walking by to take some (lifesavers mints are a great idea). Also, at the show, they pipe in elevator music and the Sinatra type jazz all day for both days. So last year we brought our boombox and hid it under the table, but we had it playing everything from jazz to top 40. This helped us show that we're not the old stuffy kind of DJ, but that we can adapt to the client's taste in music.
As for Brides-to-be feeling like shark bait, it's true and that's where our no pressure sales comes in. We don't lecture or educate or have fancy tri-fold brochures or even packets, we just hand out a basic full color flyer with our contact info and our main points of why to pick us. At these shows your personality is your best sales pitch.
When dealing with the brides-to-be at a bridal show the most important thing...even more important than not showing up in your jammies...is to be yourself and get the brides to relax a bit. One way Ducky and I do this is we wear company polos (black) with kahkis...NO suits or tuxes. The more formal you're dressed the more stiff your appearance is and the more defenses you're gonna have to break down in order to talk to the bride as a person.
Another thing we don't do is sit behind a table, from the time the show doors open until they close we're on our feet...unless it's lunch time, then we'll sit down.
Show specials and the contact info bit...we don't run show specials, we may change that to something like book by "x" date and get 2010's rate for 2011. The brides contact info...heck we personally hate junk mail why are we gonna spam (either e-mail or snail mail) someone when we hate getting it ourselves.
For us, we're lucky in we only need 2 gigs to break even on the bridal shows here.
Oh, and for reference, our first year at the show there were 6 other DJs and we booked 3 weddings on the spot. Last year 6 DJs and we still booked 2 on the spot.
Hopefully some of this helps.