Here are a few good books on doing art shows, and marketing yourself as an artist:
Art Fair Sourcebook is the best database of show information on the top 600 shows in the country. Published yearly, it’s a subscription based product, available in geographic sections or as a whole. Online or print versions.
Maria Arango’s book, the Art Festival Guide, is very well-written, and worth reading. Her style is breezy, imaginative and the information she sets out is logical and based on her years of experience on the Southwestern show circuit.
Alyson Stanfield, an artist consultant with years of experience in museum and gallery management, has written a book that is a must-read for aspiring artists and experienced exhibitors alike. She’s inspirational, practical and she has a whirlwind of a life to boot! Her book, I’d Rather be in the Studio, covers many topics that aren’t strictly geared to show artists, but help get you out of the rut and creating new work, as well as marketing it.
NAIA also has a book called “The Art Fair Survival Guide” available on their site. I haven’t read this one, but it looks interesting. The approach is more anecdotal, and it is geared specifically towards show artists. Lots of other resources on their site for members, as well.
Jack White’s series on marketing and keeping inspired are also good, especially the “Magic of Selling Art“, if you can get by his ego. All of his titles are electronic (pdf) only.