I usually start by making sure they are well behaved on the ground. I work with my horses on the ground all the time, from leading, tieing to different things, bathing, clipping, etc. I also like to go for trail rides where they can't know what is going to happen, I take them into the bush and also into town where they get exposed to many different and new things. The good thing about going into town is that they have to deal with the noise and traffic. I have found that once my horses have experianced this showing is nothing.
That's about it I guess, I have found that the best thing for them is to just go. You can do as much prep work as you want but you will never know for sure what your horse is going to do. If you get it out of the way early on in their training then you are ahead of the game. I take my horses to show in their 2yr old year when they are still learing to deal with new things. The good thing I have found with this is that they are still in that "I don't know what's suppost to be scary so I'm just going to take my que from you" stage. This way if I'm calm then they tend to stay calm.