Me personally, I set aside a certain amount for purchases. I pretty much have two limits: the ideal limit (which I try to keep to, though I might go over) and the absolute limit (which I will not ever let myself go over). Also, for everything you're specifically looking out for... if you have the time, check how much it could cost you if you get it online. Vendors do take advantage of the fact that its a con to push up prices sometimes, don't fall for it if you don't need the instant gratification.
That being said, there are advantages to buying figures at the con itself - you can inspect them, see them up close, and buy the specific figure you've examined... which of course you can't do online.
Also, a lot of the time, dealers will lower their prices on Sunday so they can sell off their stuff before heading back home. It's up to you if you want to leave something on the shelf that long - it could be snapped up, it could become more affordable... or it could be neither.
As a personal preference, I prioritize autographs. Japanese guests from the cons I've been to have had shortish lines (unless they're really well known), but maybe check the lines about an hour before the autographing session starts to see if it looks like there'll be a long wait. Same goes for panels you think will be popular. I think there's normally a limit to how much stuff you can get signed before you're sent to the back of the line... you might wanna check out the con rules, but I think it's safe to assume two items.
If there's anything you feel you must see but need to get tickets for, I like to do that as soon as it's possible. I don't want them to run out of audience space for a musical act I want to see, after all. Again, maybe check the line an hour or so in advance to see if you need to camp out if you're really worried.
Do not litter, please. Seriously. I've seen this at too many cons - a trail of trash from fast food places all the way to the con. The rest of the world already thinks of cons as weird, don't stoke the fire and make them think we're lowlifes too. 'Cause we're not... right? Right?
When taking or posing for pictures, please take note of what's going on around you. Don't clog hallways or otherwise disrupt the flow of human traffic - ask to move to a more suitable spot for the photo if you have to. Likewise, if you're walking around in costume, try to make sure your costume and props don't gobble up too much space around you (that's about as bad).
If you're planning to walk around in costume, take a look at the con's weapon policy. There are must-reads in there if you're carrying props.
Yes to sleeping, eating, and bathing. If you don't get sleep or food, you won't be able to concentrate on why the con is so awesome. And not bathing is just nasty. If you have medication, bring it with you. Maybe keep some on your person as well if it's the sort of stuff that you might have to take on the spot.
Having a bottle of water or sports drink on you at all times can be a good idea, as long as you can stow it away where it can't spill like in a bookbag (there could be rules for this too). You can definitely go without one, though.
And yes... have fun! ^^
