Typical rules for Otakon. Yep, the prices are usually worse than what you can get online. However, there are some things you should look for.
Pre-shop opening. (Ok, you can't buy until the place opens, but this is the highest priority item). If you are a fan of Azumanga Diaoh, then this is your time. More specifically, there's a character called Kasuga (better known as Osaka) in which there is a plushy doll for it. Out of al the characters, in the cast, this one is the most high demanded plushy in existance, right now. If there is something that's going to go in the first 5 minutes, of the dealer's room, that's precisely it. Dude, I found copies of certain rarer Saturn games including Cyberbots and a Shinobi game I never knew existed hours after any and all of those were gone. I have images, in my head, of what kind of "Jingle all the way (Sinbad/Schartzneggar)" antics must happen when the doors open, going for an Osaka doll.
On Friday and most of Saturday, you should ONLY look for rare (hard to get) things. While they are rare, there are those few times you'll find something you can't even find easily online and they just happened to have it.
Another thing you may take advantage of, on Friday and Saturday, is certain more local establishments. Except.....(Avoid the Cube, generally) Though Suncoast may be good on Friday and Saturdays IF you have a Replay account with them. They've been starting up this idea of giving out some pretty nifty deals to Replay owners specifically at the Con. Look out for it, if you have a card.
Sunday..... THIS IS THE DAY. Like the part of the bible Easter is known for, lots of good things happen on Sunday. This is when most of the shops kind of panic for getting rid of inventory (Plus, they really don't want to carry that junk back home). You see mad price drops on Sunday. Sure, all the rare stuff has been picked bone dry, but that's what Friday is for. It is on this day, you look out for those dropping prices and you can actually truly nab stuff cheaper than what you pay for online+cost of shipping. Don't buy too much. This is the time you would normally save on individual titles and such. Nothing beats online bulk shopping, though(because most online places drop Shipping costs beyond a certain cost of items). So even though it is Sunday, buying in bulk will not save you money.