First, you have to find a craft that YOU like to do. Photograohy? Sewing? Ceramics?. Etc., and go from there. I did craft shows for 1 year making glycerin soaps. Problem...I loved making the soaps but hated sitting at the shows all day.
Second, go to a few shows and speak with the crafters. Most of them are very friendly and like to tell about the different shows in the area. Ask them about the show promoters...just don't ask them how they make their product. Most don't like to tell all..after all this is how some of them make thier living & they don't want people to copy. Can't blame them.
If you're looking to do mid to high-end craft shows search the web for 'craft show promotors'. Something should come up.
Although I didn't give you any suggestions as to what to make, I hope this helped you some.
Good luck