Comfortable shoes
Comfortable shoes (can't say this enough)
A decent, medium sized backpack to carry your purchases in. DON'T bring a backpack on wheels, they just trip everyone. Make sure you have some sort of marking on it so you know it's yours.
A waterbottle or two
Soap, toothbrush/paste, & deoderant (I'm not saying you stink, but far too many people don't think of it)
Snacks (granola bars, apples, other easily carried & eaten things)
A few quarters in case you need to use a payphone
Sweatshirt or sweater (I found a few of the gaming rooms to be too cold for my tastes last year, and I usually like it on the chilly side)
Tylenol, asprin, or your (legal) painkiller of choice (it can get loud, and a headache can ruin your day)
Any medication that you need. I was in a game with a guy last year who had asthma and he had left his medication in Pennsylvania.
I'll post again later with a few links to pages that have lots of great information about the convention and what to do/not to do