been to the rodeo
Experienced with a certain situation, especially referring to potential cons or deceitful situations. Don't think I'll fall for that old trick; I've already been to the rodeo and back, you know.
it's not (one's) first rodeo
One is experienced with a certain situation, especially in relation to potential pitfalls or deceitful practices by others. Don't think I'll fall for that old trick. This isn't my first rodeo, you know. Hey, you're pretty good at that—it's clearly not your first rodeo.