About weapons, the cons I've gone to have all pretty much said to have shit peace-tied. Like, you can carry around a real sword in its scabbard, but it has to be tied so that the sword cannot be taken out of its scabbard easily. Plastic and cardboard and similar things are allowed, but if you hit anybody with them, you can get thrown out. Of course, you can hit someone with your bare hands and get kicked out, too.
When buying stuff, waiting until the last day can be good, because a lot of shit will be on sale, but waiting can also mean missing out on what you want. Because each store only has a pretty small booth, they don't usually carry multiples, so if you see a Haruhi plushie that makes you cream your jeans, it'd probably be better to buy it when you see it and not wait so you can save $10.
Best tip for a convention - plan things out beforehand. Don't look at the schedule at 6:45 and expect to see the cool shit that's happening at 7:00. Chances are, the line will be incredibly long and you'll get shit seats, or you may not get into it at all. Look over a schedule as soon as you get one and decide what you want to go to. If an event seems like it'll be popular, then check the location an hour before it starts. There might already be a line forming.
And if there's a big event that you want to go to, like a cosplay event or music thing, get ready to stand in line for a really long time. Maybe the cons I've gone to have just been too small for the number of people attending, but everything has a line, and the more popular the event, the longer the line. The convention I went to last weekend had a rave, and the line for that thing was insane. (Not surprising considering how popular raves are.) People would stand in one spot for an hour and not move an inch. An hour later, they'd finally get in.
Another important thing that I see a lot of people forget about - food. Either bring your own food and carry it around with you or be able to go without eating. This year, I knew a guy who brought $1,000 with him for the Dealer's Room, but was always hungry because he didn't want to leave the convention to go get food somewhere. Even if you leave the food in your car, that's better than leaving the con and having to find another parking place once you get back.
Finally, be ready for the worst, when it comes to people. You will see Naruto fans making idiots out of themselves, 300-pound girls who think they can show their bellies, 300-pound guys who think they can show their bellies, and other atrocities. Thankfully, you will also see hot girls showing a hell of a lot of skin (though they usually want you to buy something).