You may get advantages by buying at a Show. The dealers often offer packages that can save you some money. However, you may be restricted in a delivery date due to so many Orders going through at the same time. Late summer is common for delivery. You may, or may not get a good price for your trade in as the dealer may state he is already offering extras.
Many people find they can get the best deal by buying and selling at the end of the season when the dealer is looking at getting rid of that year's stock. Here you will get a better trade in price for your old van.
I don't think there is as much advantage to trying to buy without a trade in, as for instance in the car industry. Most caravan dealers are happy to take in good 2nd hand stock as they can make a good mark up on these. Selling privately means dropping your price. Of course, if your van is not in good condition, then selling privately may be your only option.