Without saying exactly how I do it all...
Get cash and set a budget for what you are willing to spend. Once you have done that, take out a certain part of it and put it in your pocket or where ever so you can have some handy for parts, a down payment on a game, or whatever. Leave the rest elsewhere.
If you find something you really want, give them what you have and then go get the rest. Sellers will be totally find with that. If you don't, you're not carrying around a ton of money that you can drop or whatever as you go.
I also like to break it up something like this - I'll put the money that I want for a potential new game and keep that "off site" of the show, and put what I'm willing to spend for parts in my pocket. I find that if I put too much in my pocket, I go around and randomly buy stuff that I absolutely don't need just because it looks cool (like I got a sub playfield for a Black Hole a few years ago... don't own a Black Hole nor even a Gottlieb of that era, but had the extra cash burning a hole, so why not? Yarg. It was neat though).
Don't walk around with a ton of cash and flash it around though. Everyone is pretty awesome at shows, but in life it just generally isn't the best idea.