What is a good time to introduce yourself (walking in, aka cold calling)?
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This is situational, and depends on your target market and your target "title." If you are calling on Senior Executives in a corporate market, studies show that a referral from a conference or an internal referral has the highest chance of success.
If your target is small business retail, and the decision maker is on site, then walk-ins may be a good INTRO but I would caution against attempting your "pitch" unless interest or curiousity is expressed. And referrals are golden for this market too. Get out there and make connections!
Nothing ALWAYS works - so my best advice is to try different approaches with different audiences.