I believe there are a lot of things you can do to prepare your horse for a show (as far as not being nervous or badly behaved).
What are some of the things you do? I like to invite a bunch of people over to ride and then sit around and make lots of noise while the horses are tied up. I like to play a loud radio every now and then, followed by hauling to all kinds of events where there are PA's. I also like to make them get used to being away from their herdmates.