The first gaming convention I ever attended was Strategicon-Gatway-Orccon down in Los Angeles at the LAX airport Westin Hotel. I believe it was in 2001 or 2002 and I can not recall if it was Labor Day, Presidents Day or Memorial Day. Of all conventions I've attended I've been to the Strategicon conventions more than anything else. I've probably been to 20 or more now. I've been to Comicon, Gencon and other smaller local conventions as well as many Games Workshop events. Strategicon is essentially a small locals con, but since its in Southern California there are usually I would imagine, several thousand attendees. Yet it is a small con, it is nowhere near a PAX, Comicon, Origins, etc. at any given time there is 50-200 people in the main hall and dozens of meeting rooms filled with 10-20 people.
In the beginning I went for mini gaming. Our gaming club used to participate in the 40K stuff and we even ran some big games over the years, etc. We used to trek down with the better part of our wargaming club. Once we managed to get 20 people from our 40(ish) person club to attend ... that was a blast. Other times I'd do an open call for anyone who wanted to come along, they could sleep on the floor in the room for free ... that got some of the younger enlisted military guys and some of the younger members of the club to attend. Problem with that was it was more like a mid 19th century New York Irish tenement than the normal con trip. I eventually abadoned those sorts of trips and have ever since imposed my own rule of trying not to share a room with more than two other people (I'll stretch it to three on occasion) which I find ideal for the sake of sanitation and sanity.
I was introduced to so many things at Strategicon from Euro-games to historical gaming, to indie/small press RPGs. I rarely go anymore because I now live in Utah and though I have strong nostalgia for the event, it just isn't worth the cash outlay to go. At this point going to PAX or Gencon is just a little more expensive given the plane ticket price to get to LA (or the crazy 12 hour drive that blows a full day of time).
I try to get down there every couple years, in fact I was supposed to go this past weekend but due to the demands of school I just couldn't justify it. I really do enjoy what gaming conventions provide in terms of getting to get out and demo lots of games, talk to fellow gamers, and generally mingle with the masses and see how others are experiencing and presenting games. Ya sure there are annoying bits, such as gamers with less than proper personal hygiene skills, big crowds (not a fan of crowds myself to be honest) and the inconvenience of bunking up with other people in hotels, etc. But for all that for me anyway the cons have been vastly outweighed by the pros.
The next convention I'll be attending is one in my own back yard, Salt-Con a small board game convention at the end of March (28th-30th ... LINK)