If you have something you really must speak to the judge about, wait until the show is over. Don't be discouraged. At a cat show, each ring is independent of the others. The next judge may just think your cat is the most terrific she's ever seen. In household pets the standards for judging are very broad.
Many shows have a Best of the Best.
If your cat has taken a few finals you may want to be sure to stay for the BoB announcement. If you've had a less than great day, you may just want to pack up and go. Be sure you are allowed to leave. If you finish early, you are still required to stay through the advertised show hours - spectators are paying money to come in to see cats, not empty cages. If you absolutely must leave early, be sure to get permission from the show manager.