'Back in the day' I would spend a lot at Gen Con.  And by back in the day I mean back in Milwaukee before pretty much anything and everything could be found/purchased online.  Gen Con was where you saw stuff you would almost never find anywhere else.  Nowadays you can pretty much find anything there online.  Its good that you can find everything so easily now, but it kind of took a little of the magic of Gen Con away too.

So...

Since I fly in I won't buy anything I can get for the same price or less at home or online.  Even if it's an 'early' release.  I'm not interested in paying more just to have it before someone else and I have the patience to wait until the rush is over or the official release date has passed.  The Fantasy Flight booth for example: Why the hell would I stand in line just to get into a booth where I'm going to pay MSRP then have to lug it all home with me on the plane?  Nooo thanks.

I do tend to buy a new set of dice there each year out of tradition and maybe some other specialty dice that are hard to find.

If I'm looking for a board game that is out of print (and likely to remain so) I might pick it up if it's not too expensive.

I might buy Magic: TG singles if I'm looking for something specific and the price is right, but I don't play much anymore so that's unusual.

If I play a new RPG at the Con that I end up really liking I'll potentially pick up the main rule-book for it as reading material for down-time or the flight home.

I typically pack light on shirts and pick up a couple at the convention.

Limited Ed signed and numbered items I'll pick up.  I've got about a dozen prints between Elmore, Parkinson, Easley, Caldwell, etc.  Just FYI, I will bring a hard cardboard tube, 6" wide ideally, or find one in Indy to put them in to either bring or ship home.  Usually I don't worry about author signings as my time (standing in line) is worth more to me than their autograph.

Other than that I might pick up a few odds and ends but, again, if they are at all bulky and they have an online store I'll just pick up a business card and order it when I get home.  There's a chance I'll have to pay shipping, but I avoid the local taxes at the same time.

I'm local and don't visit FLGS. Last year I found some ding & dent games at various Gencon vendors and negotiated discounts for them. Also got Caverna for $45 from Mayfair with the 50% coupon. Plus, this nice lady at a Chessex booth let me have some extra dice when I made a bulk purchase.

I always look for out-of-print items for myself and/or customers. I love the Chessex bulk dice bins because I can load up my loose dice bins at the shop.

Occasionally I buy new items, but only because I am eager to play it RIGHT AWAY!

I used to drop waaaay too much $ in the Dealers room. I still may do an impulse buy(or 5), but not like I used to. I pick up a bag full of web addresses,  brochures, business cards, catalogs, etc...from the dealers every year now, and then make a day a few weeks after the con to look through them all at my leisure. Maybe grab a few things online then.

Except dice, must have more dice to keep all the other dice company.

To support my favorite companies.  Ain't nobody gettin' rich up in he-are!

plus

The auction is so darned awesome, even for a little while.

I spend money in the Dealer Hall (and GenCon in general) for one reason... GenCon!  In this day, when consumerism has never been easier or more convenient (Amazon, ebay, brick-n-mortar superstores), *where* you buy is sometimes as important as *what* you buy.  

We're voting with our dollars.  I never buy gaming stuff online, because I want my FLGS to stay in business.  I drive out of my way to get there, and I cheerfully spend the extra 10-20% on the item I could have just ordered online because I love going there.   I love seeing younger people putting their cell phones down and gaming with other live humans.   

Similarly, I adore GenCon.  It's bolded and underlined on every calendar.  I *want* to spend my money there because I want them to continue to view it as a worthwhile $$ enterprise.  It's not about profiteering from the poor gamers of the world (I won't go if it becomes that), but all the vendors and organizations who create games, content, and fun, spend a lot of time/effort/ and money to do so, not to mention the GenCon people themselves, and we need to support that.  If my favorite vendor doesn't make enough money at GenCon to make it worth the effort, they won't be back, and wouldn't that be sad?

Everyone has to find the budget at GenCon that they're comfortable with.  I generally spend around 300-500 bucks on stuff.  

Plus... I think we can all agree, you ALWAYS need to get at least one set of new dice at every GenCon, don't you???   

Can't wait to see everyone at the con!

-Brian

I mostly bought exclusives, or games that come with or give me access to promos/exclusives.  Spent some good money at CMON to add on some of the original Arcadia Quest exclusives, like The Nameless Campaign (it was a KS exclusive and sells for quite a bit now).  Also bought the new Dead of Winter as it came with a free promo figure.  I don't think I bought anything I could get at home unless there was some incentive for doing so. 

I do shop at the FLGS, as it's 3 blocks from my apartment. I used to be the general manager, and they graciously still give me my 30% discount. Also, the current general manager there is attending Gencon with me.
I usually set aside $1000 or so for the dealer's room, and sometimes spend it, sometimes not.
I buy things that I can't get easily at the FLGS;

Single Q-Workshop dice - I own a LOT of these, but I lose them, gift them to folks, and generally just love picking up more while at Gencon.

T-Shirts/gifts for folks back home: Things that we can't get easily at the FLGS, like Arkham House shirts, the leather-bound notebooks, and other similar things.

Games that have yet to come out at the FLGS. Something might be out in 6 months, but if it looks fun, I'll pick it up, especially if it looks like a fun pick-up game for my friends and I whilst at gencon.

Anything that I can buy directly from a small game company, I will happily do so at the Con. For instance, a couple years back, I picked up the entire Shadows of Esteren line, as they were still running the Kickstarter late pledge deal. That also brings up: Kickstarters that I missed out on.

I also search high and low for a super-duper-awesome, not-available-at-the FLGS type present for the friend who stays with/takes care of my two cats. 
 

I'm planning on buying some stuff there because I have a budget that my wife is comfortable with, and it's my first gaming conference.

There's a handful of game shops (not a fan of the term FLGS) locally to me, and I'm probably an outlier on this but usually they're a bit more expensive than I can get on Amazon or other online retailers -- so usually I don't even bother going to them, unless I want something right now. 

EDIT: I realized that makes me sound like a jerk. There is one store in particular that I went to not too long ago that was actually really great. The games were a more pricey than MSRP, but I think he offered a discount if you got on a mailing list...I didn't get any games, but I got some comics. 

I buy everything online to save money, but at Gen Con, we're in vacation mode. Bringing home a big pile of games, unloading the games, and stacking them up in the living room is just a lot of fun.

It's sort of like a gamer's version of Christmas. At Christmas, we buy a bunch of stuff for each other, usually not paying too much attention to price, because, well, "It's Christmas!"  Same with Gen Con.

That said, I do feel a wee bit guilty when making purchases at Gen Con at MSRP when there is not a free promo being offered with purchase. So we tend not to do too much of that, unless it's a small studio that doesn't have much (if any) product in distribution.

This is the first year that I'm considering preordering some of the Gen Con releases online before we leave (like in a day or two). We could save a bucket of money that way, but it seems less magical. Which is kind of a stupid reason to pay a lot more money.

We certainly don't spend money at Gen Con because we need more games. Because, really, we don't!