Bridal expos can for some bring results... however you are seriously going to be prepared to invest if you want to do well at one. Firstly you need to show what you sell. That means lots of high quality examples of your work. Your going to need printed professional looking marketing material (not cheap), your stall is going to have to look the part. Sample albums. Then there is the cost of getting a spot too. On top of that most expos now have extensive waiting lists and limited availability as there are some many photographers out there.
Just wanted to touch on the bridal expos point. I do quite well at bridal expos and I don't have a sample album and I don't have any prints at all. I show all my work digitally. Now that means you spend your money in a different spot but as the owner of two software businesses I had computers, tablets and monitors galore so that was no problem for me.
Of course I live in DC/NoVa so I find people in this area are much more technology focused than most of the country, your milage may vary.
Printed materials don't have to cost a crap ton. You just need to make sure you buy enough in your run so that they are press printed (which means bigger runs and higher quality pieces). I get 2500 brochures for something like $400. Throw another $100 at a friend who does the design work for me. I typically redesign every couple of years well before I go through all that I have but thats a choice. I typically use maybe 400 a year.
The stall is spot on tho, building a both can set you back a pretty penny. Most photographers booths are very homey, they look kind of like someones living room. I personally didn't do that. Mine is sparse, very clean and high tech. But I'm the only photographer with a both like mine, without prints on display and without albums. I'm usually OK with that and so are the people who book me.
Other than this I pretty much agree with everything Peter has said.