Welcome here STE.
I'm not sure what your looking for here(in Canada) toyshow wise or how it would compare to the UK, but I can offer a thought or two....
You mention Walmart and TRU as being "expensive". Really that is about the cheapest you are going to find new Star Wars figures in Canada.
Watch carefully on this site for TRU sale announcements. They put their Star Wars figures on sale sevral times each year so that would be the best time to get a deal.
Organizing a toyshow is a lot of work, your simply never going to find a show that is "free". Organizers have costs like Hall rental fees that have to be covered. Even insurance issues and staffing can cost a few bucks
I'd make a couple of suggestions to you. Watch our Buy/Sell/Trade List on this website. Sometimes someone might be looking to blow out old stuff and you might find a deal, ya never know.
Second I'd suggest looking up local Flea Markets. They might be a good place to find deals, or even loose figures that are not going for top dollar.
Good Luck, I hope you find what your looking for.