Specimens selected as show candidates should be in perfect health. If nothing else, transporting goldfish to and from a goldfish show, plus the time in the show, is a stressful experience for owner and fish alike, so all must be physically prepared!
The fish to be shown should be acclimated to the type of containers they will be shown in. For example, fish from a pond might need several weeks to become used to a small aquarium. This depends to a large degree on the individual fish; some are more flexible than others are.
The fish should also be fasted prior to the show. One of the most experienced US hobbyists recommends a one-week fast prior to showing. The most important reason for this is to limit the ammonia output of the fish, which is a major source of stress for the fish during the transportation and showing process. Secondary benefits are the reduction of feces in the show tank and an increase in the fish's responsiveness to humans around the tank.
A quarantine period for the fish after they come back from the show is probably a good idea. Make sure they are all eating again and that they have no long-term trauma from the experience.