I've been collecting for *cough* 40 years and showing for 30. It's a fun hobby, as expensive as you want to make it. You can buy a Breyer model for about $40 at a toy store, or go to BreyerFest and easily drop $4000 on a model. One year, a one of a kind model went for $13,000. Thirteen THOUSAND dollars. Yup.
There are many shows in the Texas/Okla area every year. Most aren't affiliated with a "club", but put on by individuals.
Best place to learn is
www.NAMHSA.org, this is the governing body of the model showers. North American Model Horse Showers Association. Pretty much all shows are run by the NAMSHA rules, as you qualify for the North American Nationals, the big "National" model horse show held every year.
To do a model show right, though, is not easy. You kinda do need a hobbiest who knows what they are doing. There are many rules, written and unwritten about showing. Judges are hard to find, most people want to show. Most of the time it's a volunteer position, no pay involved. Maybe a free lunch. Your judges absolutely MUST know horses- ALL breeds- pretty well. It's not a beauty contest, models ARE judged on conformation in the breed divisions. In the collectabilty division, your judges must know model horses extremely well, as it's judged on rarity, finish, condition. (This is my favorite division- I do VERY well here!
) Some shows don't have a collectabilty division, as you need a second set of judges for the breed division.
That said, there are several shows that I know of that do run concurrently with "real" horse shows, I was just at one a few weeks ago. There's one in March down at Will Rogers in FTW that runs with the Horse-a Rama.
If you have any questions, email me!