Well, you didn't mention if you are legal or not, but that's the first thing. HD's love to get the vendor info either by walking around or from the show producer. If that's not an issue, then several dummy cakes for your display, a variety of cake samples packaged in souffle cups with lids and plenty of biz cards. And comfortable shoes and a big smile.
Oh Sorry! yes i am legal. i am going to be taking some samples, business cards, brochures and a digital photo frame with some of my photos on it.
I just have no idea how to arrange my dummy cakes etc....
it's an 8' table skirted and covered in white table cloths. Any suggestions? I'm really freaking out here!
Lisa
make sure you have electric outlet and a way to secure the extension cord for your photo frame. The first I participated in was "just for moral support". My friend had a beautiful cake with a fountain and table with twinkle lites (it was the 80s). She spent forever getting everything together and we unloaded. Our table was a 4x6 banquet style table and the cake did not fit on it, no electrical supply either. I would ask as many questions and then some before I do my first learning from her first.
My biggest suggestion is to maximize your booth space as you can. If I can I always setup in a horse shoe or L booth shape. The biggest thing is to bring someone along to help, so you can talk to the brides while they dish up the cake. The best thing I have ever done and always get compliments is that I use bags with a business postcard, has pics, pricing and contact info on it, and also included is a sample for them to take home. I have these displayed in a basket and just put a sign that says Brides Only Please. I dish out samples right there on the spot for everybody else. This way the groom to be gets to try the cake too.
Hope this helps
Nikki
LOTS of displays if you can! People in general tend to think you can only do what they see... so show as many styles as possible. Usually have something very prominent that they can see from several booths away!
At most of the shows I've been involved in, the brides have armloads full of flyers and gift bags and purses and samples they've picked up from other tables. I like my samples to be in the cups as a pp mentioned. I'll put a label on the bottom so they'll remember where they got it from and I'll tell them to enjoy it when they have time! (don't forget the mini spoons for them to use)
Water for yourself. Don't drink too much, though, because you might not be able to take many bathroom breaks! I usually have someone else come with me to help.
Here's a picture of one of the bridal shows I did... it might give you some ideas.
First- calm down!! I just did my very first bridal show 2 weeks ago and it wasn't nearly as bad as what I thought it was going to be. My hands were shaking so badly before it started, but 20 minutes into it, it was like I had been doing this kind of thing forever.
I highly suggest the souffle cups- none of the other cake vendors here do that and the brides/MOB that those were really neat! Just make sure that you point them out because I had some ppl that overlooked them because they didn't know what they were. I was even able to give samples to those who were too full, "oh, but it's already packaged and ready to go. just toss it in your bag and try it at home." 
For cake dummies, I did a traditional cake (which all of the moms and some brides loved) and a more modern baby blue fondant cake with a brown ribbon (which all of the brides loved). Make sure you can reach out to the tastes of everyone.
I make cookie favors too, so I made sure and made some cookies up as display samples- these went over really well! If you make something that your competition doesn't, make sure you display it! The cookies really set me apart.
Have fun! Smile and be chatty with the brides. You will have fun, but will be exhausted afterwards. My show was only 3 1/2 hours long, but it was tiring. Be sure to massage those cheek muscles before and after 
Good luck! You'll be fine!
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