I do one or at most two shows a year. I don't do them for the sales, although that's always a nice perk if things are moving, but I do them for the good time with other people I only see a couple of times a year. It's like a little mini vacation for me. Once in a while it's a great show and I'll sell a lot, but more often I barely break even if that considering all expenses.
I took about 10 years off and didn't do any shows, but now I enjoy the couple I do, it's always a good time.
One benefit of a show that some don't think about until they've done one is the opportunity to wholesale. With balls for instance, there's always a surplus of offspring that are harder to move, normals from a co-dom breeding, low value hets, etc. There's always two or three vendors at the shows that you can wholesale these to, admittedly for a low price, but it's better than having to feed them for what may be months while you sell one here or there.
Best thing to do is just get a table and try it, and go in with no expectations other than to have a good time. I'd suggest you not vend alone. Even if you're not splitting a table, at least take someone who can help you run it. Going alone means you're tied to the table all weekend and can't really enjoy the show yourself.
In your area I'd probably opt for the fall Raleigh or Columbia shows over the Concord show. My opinion on that may be biased though since I've only done the Concord show once. Other vendors have told me past shows were better than the one last fall that I did.
However, there's a new show that is going to be in Hickory in October and it has a real good venue, so it may well be an option as well. I'm considering doing it myself, have to wait and see how the season goes.
I wouldn't try to hold things just for the show though. Take sales when they present themselves, because you can never be sure how a show will be. And like John said, if you've got a table full of one or two species, especially if it's balls or something, then you're likely to do less overall at a show than if you had more variety.
I wouldn't do a show a month or anything, not that I would have the stock to do that anyway, but it's always fun to be behind the table once or twice a year.