If you don't mind not buying anything, the gun show will be best. Gun shows around here don't have much to offer...don't know what it's like where you live. So, contrary to what you think, the gun show would be cheapest fun...that's why I say go to the gun show.
I shot today. I just walk outside. Of course, it's not a club competition. I don't belong to a club anymore. It's a 100 mile drive to the club I was in and I know of none around here, except my back yard.
SO, I'd go to the gun show, even though the ones around here are usually lame as heck.
If your gun shows are anything like the ones here in the Phoenix area, they are like trying to buy Christmas gifts on Black Friday in a crowded mall. I'll pass on that right now. Plus, most of the guns I would be interested in are way overpriced, and the people selling are offended that you know what the right price should be. Occasionally, you may find the one or two people that have something good and are not price gouging, or are just ready to leave and will take your fair offer so they don't have to carry the gun back home with them. But, those opportunities are very few and very far between.
I just prefer to go to the range and send projectiles through paper than go to a gun show and deal with people that make you want to send projectiles through them.
First thing that I would do is check with my next door neighbor and see if he was going to drive, pay my way into the gun show then buy me lunch for going with him!
if not then I go shoot!
I find gun shows about as interesting as watching soap operas on TV.