I've not experienced much difference in buying from a show vs. online for health concerns as long as you are working with a reputable breeder. Many breeders who do shows also sell online, so you're often working with the same sellers.

Shows are a fun experience, but it's rare that "I" find an example of a morph that I'm looking for at a show, but I always go to shows with an open mind that I'll pick up an animal if the "perfect" one is there, and I trust the seller. But I don't go to a show with a specific purchase in mind.

The last show I went to, I was open to picking up another ball python, but I came home with two gorgeous albino sonoran gophers instead! LOL

Most of my ball python collection has been built by purchasing online.