One thing about Toy Hunter to keep in mind is that Jordan basically knows what the people have for sale before he ever gets there. He and the producers set up the visits so he already knows he's buying certain things and the sellers know he's offering dealer prices and that he's buying to sell for profit later. So, yes, it's not really a shock when he comes across a sealed Sectaurs Hyve playset in a guy's basement.
One of the storage auction shows, maybe all of them(?), are known to have seeded some of the units for filming but I don't think that's the case with this show. They take the time to track the people down that have what they're looking for.
As for picking stuff up at shows like C2E2 or whatever, I don't know exactly how they do those but you can tell that some of the filming takes place before the shows open in the morning because there aren't crowds around. But I don't know if Jordan just finds stuff randomly or if he's contacted sellers prior to coming to those shows.
I didn't get to go to the presentation last year, but I went to the 2012 Toy Hunter panel at NYCC and they talked about a lot of these types of things. I did a write-up on it (NYCC Toy Hunter Panel