Don't be afraid to ask lots of questions. If there's something you're looking for, ask - they may not have brought everything.
When handling small expensive items - watches, porcelain, etc. - it's generally better not to pass them hand to hand. They will set it on the table, you ask if you may pick it up, and when you're done looking at it (for ID marks, whatever) put it back on the table. This minimizes the risk of dropping something. Side note - don't ask to look at everything, just the items you're serious about.
Bring lots of small denomination bills. It helps if they can't make change, and it makes haggling easier (smaller increments).
Go frequently, get to know the vendors. Even if you're not a regular buyer, they will recognize you, and it helps to build that ever important human relationship.