The biggest venue and the best variety is in Tucson - first two weeks in February every year. There are about 40 venues and 4-5 of them feature antique and collectible beads, with other shows having a smattering of collectibles dealers. Danny Lopacki should be able to chime in with the best places to buy turquoise in Tucson and other places.

I hear that the Friendship, Indiana flea market (fall session going on right now, Sept 13 - 21) which happens twice / year is excellent also, and it includes the National Muzzle Loader Rifle Association events.