There's not a lot that hasn't already been said.
Wear your costume for a few hours at home before going to the convention so you know what parts can get uncomfortable/broken. Walk around. Especially make sure your shoes are comfortable.
Also, choose a comfortable bag to carry your stuff in. It's been suggested above that you use a bag that your character would carry. That's fine, but it needs to be functional. I've started carrying a small knapsack to conventions. It's bright pink and never fits my character, but the fact is that it works better for me than any other bag I've tried. Packs can be removed for photos. You're a real person, not a character.
Stockpile food in your hotel room if you have one. A lot of hotels have microwaves available, but confirm that in advance. Canned soups are good. Apples/most other fruits don't need refrigeration and they're refreshing. Bagels and cream cheese. Peanut butter and jelly sandwiches. If you have a fridge your options increase dramatically.
Overall I'd say my best cons are the ones I planned ahead for. The more you do ahead of time, the less you have to take care of at the event.