I used to run a small jewelry business and we sold at different events. Here are some of the ways I found shows and things I am doing now. Remember that you dont have to do just craft markets, there are all kinds of events out there where vendors are welcome. (motorcycle rallies, crawfish boils, heritage festivals, yeah its warms lets have fun, etc.)
Check with local Chambers of Commerce and Parks and recreation departments for upcoming events.
Local newspapers ( I just found out about a bridal show that I would love to do but its too late to sign up)
I also use Festival Network Online to find shows in my area.
Google, "events in ...whatever state you are in" there are lots of sites showing whats happening in TX.
make sure to check your local Lions, Kiwanis, Rotary, Knights of Columbus websites for events (our Kiwanis club is having a crawfish festival one weekend and Rotary is sponsoring the annual frontier days the next, both have vendor set ups)
Things I consider when signing up for an event:
Inventory, Do I have enough to support a large crowd?
Length (is it something I can handle on my own or will I need help, Frontier Days is a 3 day event till late into the evening, gonna need help)
Crowd size, will there be enough people to, at the very least, break even?
Typical income level of the area where the event is located. (no great study here, just look around the town)
Indoors/Outdoors: heat/cold will it damage my product line
Vendor fee, how many bars will I have to sell to make my rent back, break even, make a profit?
Is electricity provided for nighttime events (lighting) or is there an extra charge?
Distance to event: how much gas will I use, will I need a hotel, those will greatly effect the bottom line
Multi-day events: will there be security or will I need to pack up at the inventory at the end of the day and set it up again in the morning
And of course the vendor fee. My farmers market charges 20 bucks (4-hours)and usually comp's me one weekend a month. A nearby town charges 50.00 for a (7-hours)one day event. I start getting leary at anything over 100.00 because you just never know. BUT and its a BIG BUT, many times the vendor fee can reflect the anticipated size of the event and may very well be worth it.
I know spending patterns are different in different areas of the country but at my farmers market I usually walk away with 100.00 after the fee (Saturday before Christmas was double than that and they comp'ed my rent that day), and at the nearby town about 250.00. Both are in higher income areas.
Right now I am focused on growing my business and getting my name out there. I have netted several custom orders from people at the markets and I am starting to see some repeat customers.