Make sure that you review all of your leads at the end of each day. Remind yourself who it was that gave you contact information, and assign a priority number to each lead(1=call immediately to follow up...10=sent note and file in contacts).
Have an action plan in place to follow up with all leads numbered 5 and higher. Have this plan in place before you go to the trade show. Maybe all of your leads marked # 1 will get phone calls for immediate appointments or follow-ups. #2 leads get a letter/more information about your company and products and a phone call in a week, etc...take your lead notes from the end of each day and apply them to your plan.
Make sure that every contact is numbered and followed up on. Be certain that you have everyone in a contact database.
At the start of the show, be sure to introduce yourself to the organizer. He/she promotes the show for the next year, and will do his best to make sure that you will have a good show, and return next year-- that will include networking and introducing you to other people there.
When the trade magazines come around selling space, tell them that you are new and ask if they have a "blurb" area that you could be mentioned in. When sales roll in, you can then afford to buy space from them.
Meet and greet with your neighbors. Some of the biggest sales I've ever had have come from joint ventures with other companies that I've met in the industry at trade shows.
Offer to speak or present at the show. Don't offer to sell your product, but offer to speak about something in your industry.
Have twice as many business cards as you think you will need and give your information out freely.
Invite people in to your booth with a question that pertains to them. For instance, if you are selling a new software product at a construction trade show you could ask something like, "Would you like to have an extra hour every day and have error free XXXX at the same time? I can show you how we do that for you" . In other words-- talk about them and their issues, instead of just hawking your product.
Personal advice- pack Ibuprofen, get a lot of rest and under no circumstances go to dinner or drinks with any male client/boss/coworker/network contact by yourself----always make sure you have at least 3 people in your group. Some perfectly nice, sane men become total idiots when they make the mistake of thinking that "all rules are off at trade shows." Err on the safe side.
Don't cross your arms and SMILE! Have Fun!