It's closed on Mondays and Tuesdays so that the fair folk can have some time to relax and/or tend to their real jobs of keeping us all fed.
I also avoid the heat of the day, because ick. Also, I still need to get writing and stuff done in the afternoons.
I don't go at night because the Fair is a different place at night, as is the Monon Trail between here and the State Fairgrounds. In the morning? I have no problem pedaling my bicycle down to the North Gate and locking it to the fence at 0930, but I generally avoid the Monon south of 52nd (or north of Kessler) at night.
That means my fair-going is limited to a couple hours in the morning, Wednesday through Friday, weather permitting. So far we haven't had any rainy mornings, knock on wood.
According to my calendar, that means I have five mornings of State Fair left this year, and I aim to make the most of them.