I am going off-topic with this one, as I cannot remember my convention purchases, and will instead talk about my favorite convention.
I have only been to two gaming conventions: WindyCon in Chicago (once) and Archon in Collinsville IL (multiple times).
Obviously, Archon is going to be the focus.
Prior to the release of d20, Archon was a bastion of old and new RPGs, the dealer room was amazing. All those games you wish you had purchased before they went out of print seemed to be there. Along with costume additions, knick-knacks, miniatures and just fun stuff.
Played my first game of Blue Planet there, had a blast with the AEG staff, played in a DoomTown CCG tournament, and spent a great deal of time talking to other Role-Players and meeting new people.
One year we spent going from panel to panel, the most memorable one was with Ben Bova. A delightful hour of listening to a scientist speak on such wonderful topics like the Star Wars Program, how lasers really work, Electromagnetic Pulses and their large scale effects, and some US history as it pertained to Los Alamos.
That was the same year that George Takei was visiting, made a great present for my Trek fan mother-in-law and wife.
Since 2004 I have missed every Archon. A sad thing indeed. Would love to go again, but family, work and lack of disposable income for that endeavor conspire against me.
Someday, Archon, I will return!