I only pick 1-3 shows I really want to do during show season.
I'm a university student and simply can't afford to show every weekend like so many people do.
I'll pick shows that are preferably closer (to save transportation fees) and even better local shows!
Choose the shows that would be best for you and your horse by considering what classes you want to accomplish, how much you're willing to spend, do you have that certain date free, is it nearby etc.
Horse shows are expensive. I used to be embarrassed that I was only financially able to show a couple times a year, but I'm proud now that the shows I am able to attend I work hard to get there both in the ring and at my two jobs to pay for it!
See if there's other people from your barn/friends also going to the show. You can save money by hauling together, sharing hotel rooms, etc.