Yes, this is my first year ever doing artist alley and I pretty much jumped right into the waters by hitting 10 artist alley in 6 months time. I'll give you some little hints I've picked up along the way. Obviously since I am selling a book, my experience is different from the typical but I hope some of my experiences can still help you out.
First of all, I found PandaBuddha's "Artist Alley Survivial Guide" very helpful. She has really great info in here if you take the time to read through it.
First thing I do when I decided to go to Artist Alley is to research it. Usually on their forums are feedback threads from previous year so I go through it and get a general idea of how the con is. I'm also looking to find out if artist alley is inside of a room or out in the open. Inside of a room is better. There is set-hours and you can leave you stuff behind since they lock the door. Out in the open are cons where they have tables set-up in a general area and you'll have to breakdown or carry your stuff home at night. The positive aspect is you can be there longer. I think Metrocon in Tampa was my longest one - I finally wrapped up close to midnight and there were STILL artist there hoping to catch the post-rave crowd. Reading the forums also gives you an idea of what problems they may have the previous year. Example : if many people complain how cold it is in the room, then I bring a jacket with me just in case they didn't fix it.
My advice for folks getting started is to go ahead and split a table for the first one - this way it gives you a chance to see how your experiences are first hand. Plus it definitely saves some money since it is cheaper to get a half table than full table.
There's two kinds of artist alley at cons - those who include the badge with artist alley table costs and those who don't. Make sure you know because I completely didn't check Otakon and had to wait in line for a hour and a half for my badge. Oh, and if the badges are included, make sure to find out what to do first :1) get in line and get the con badge, then you can go to artist alley registration OR 2) go to artist alley, get in AND get your badge right in one spot ! Anime Weekend Atlanta was awesome - I checked in and got everything in one place unlike Anime Expo where you had to get the badge at one place, then check into artist alley at another location. Same thing with Otakon. Get in one line, then into another.
Make sure to bring food ! First order of business when I get into town is to buy grocery and have it in my hotel room so I can make sandwiches (usually PB&J) and carry them with me. I also have bananas, energy bars and the biggest bottle of water short of one gallon jugs. If you got friends, then it would be much easier. I suggest bringing your own food though. I've been to one con where food services charged like $12 for one slice of pizza. ONE SLICE ! A whole pizza was $28 !!!!
Make friends with your neighbors. They'll help you out by watching your stuff and we kinda of tag team each other. Once in Texas, my neighbor had gone off somewhere and I sold like $50 worth of merchandise for them ! Plus they can cover for you if you need to hit the bathroom. And honestly, one of the best parts of artist alley is meeting other artists.
4x6 Promo cards. Now I firmly believe in these. I usually make up cards with a map of artist alley on the back with X marking where my table is at. Pretty much every conventions I've been to, there's been a what I call a freebie/flyer table. It is here where local cons put out their cards, artist put out their cards or even in one place, I saw a flyer for a local car show (?). I put my cards out hoping folks will pick up on it and with a handy dandy map on the back, perhaps bread crumb you back to my table ! By the way, I found a relatively inexpensive place to get cards printed called USA Printing Trade . $49 + tax gets you 1,000 cards ! If you ever picked up a "Cosplay in America" promo card anywhere in the country, well, now you see their printing quality.
If you wanna build a display, get PVC pipes from Home Depot. My set-up costs me less than $20. The banner was more, closer to over a hundred and was made at Kinko's...I mean Fed Ex Office or whatever it is called nowdays. My suggestion is to check out your local con and see what other folks are doing. Instructions can easily be found online. I usually see PVC pipes or display box/racks. Again, depends on where you are coming from. I fly so items that can easily break apart works best for me. If you're local, the racks and display boxes might be a better option.
On credit cards, I take credit cards and at some convention up to 1/3 of my sales are through credit cards. I used Paypal Virtual Terminal . It allows you to take any credit card and just type it into their website. At some cons I use a laptop with tethered to my iPhone and at others, I just use my iPhone - though it gets a bit annoying. There's no Paypal app so I used my phone's browser to access. This service costs me $30 a month in addition to a per transaction fee. There are cheaper services out there but I also use the virtual terminal in conjunction with my website to take credit cards online so I felt it was better to bundle it up.
Cover your table at night and put your stuff out of sight - even if it is in a room ! I made a mistake at one con and I lost one book as well as my Mugi and Ritsu little figurines (looks similar to this size ) . *GRRRRRR* Those two kawaii figurines were given to me by a cosplayer in Texas and I had been carrying them with me through my tour as a good luck charm. I have no idea who took the book and figurine but I suspect it was the night clean-up crew. I did notified the staff but I knew they couldn't do much. So now, I pack my books up and take them back to the hotel with me. Yes, they are books and heavy but I can't afford to lose $40 books.
Oh, one more thing. If you didn't get through AA registration but still want to get a table, (and if you are local), I suggest just getting to the con early and letting AA folks know you are interested in a table. In almost every artist alley I've been to, someone doesn't show up. At Otakon there was three tables empty next to me and it sat empty for the entire weekend. So you might have to wait a day - many artists have jobs and can't get to the con until Sat. Let AA know you're interested on Friday, stop by at various times during Friday to check in (don't come back so often to be annoying, just enough so they can see you are serious). Saturday, come back again and let them know again, and check back again at noon. By then they'll see you enough times and say "yeah, we got a no-show, here you go !" I got a "all full" letter from San Diego Comic Con (SDCC) so I plan on bugging them and showing up to the con to get whatever space they got.
Hmm... that's all I got for right now but if you have any questions, I'll try to help as much as I can. Oh, there's also an artist alley forum community here that can help questions. You can also check your local con's website to see if they have a forum for you to check through.
Hope it helps !
UPDATE : 7/1/12
Quick update - Anime Expo now you can get your badge at one line for artist alley that makes it much easier. I've also stop using Paypal Virtual and moved to Square
