When I got to go to Gen Con for the full 4 days back in 2005, my travel expenses (food, fuel, lodging ect) totalled around $1000.
As for a single expense, especially something directly used in gaming?
A $275 custom-made wool cloak for larping. I was sick and tired of playing at events in the middle of winter and stalking around forests in freezing temperatures with no period-appropriate winter-weather gear. So, a seamstress I knew made me a full-circle cloak out of heavy blue wool with rabbit fur lining around the shoulders and hood, and full crepe lining through the rest of the cloak with a couple dozen pockets sewn in various places. Became a signature part of my costume (only don't wear it in the middle of summer when it's way too warm) and has been a very handy piece of clothing.