I don't really have anything for this one as I don't buy much at cons. I don;t go to a ton of them anyway, and as a kid I didn't have a ton of cash and as an adult I just don't see it as a shopping trip so much.
One of the bigger ones was that I finally picked up the rules for General Quarters at a con around 2000 or so. I'd been looking for them for years, but they aren't RPG-related.
I bought a complete run of Devil Dinosaur (don;t be too impressed - it only lasted 9 issues) at one con, but that's not RPG-related either:
Around 8 years ago at a local con there was a big star wars miniatures battle between clone troopers, Jedi, and battle droids, including a 40K Razorback used as a transport vehicle. As the con was closing down the guy who ran the fight was complaining about cleaning it all up so I offered to buy it and I did. That bulked up my Star Wars mini's considerably and the Razorback (repainted) is now a staple in Apprentice Blaster's Space Wolf army. We always use mini's when we play Star Wars so let's call that my best purchase.