Finally, another easy one for me!
My first convention was Origins. I went with a handful of friends and had a horrible experience in the hotel connected to the convention. Our rooms were atrocious and the staff were no help.
Still, I made a purchase at this convention that would change my place in the world of roleplaying games forever. Little did I know, that the Greek guy who wanted to sell me a copy of a monster book for a modern conspiracies RPG would later hire me to do stuff for him in the RPG world.
At this first convention of mine, I purchased a copy of of all three Bodyguard of Lies books and the All Flesh Must Be Eaten core book. I loved all four books. I already owned the Conspiracy X core book and screen. In the back of a Conspiracy X book there was an ad calling for people to help the cause. I had no idea what it would lead to, but I knew I loved the product. So, I shot off an email late one night to the address listed in the ad.
Within a week, either George Vasilakos or Alex Jurkat got in touch with me. They needed help play testing material for All Flesh Must Be Eaten and was I interested in helping. Was I? Absolutely, I was! Within the week I was pouring through material for Shane Lacy Hensley's Fistful o' Zombies and loving every word on the page. I ran play test sessions with my group and even submitted the archetypes I made up for the sessions. We had a great time playing the scenario I ran.
This would start a series of firsts for me. First time play testing material for a game company. First time submitting material and being published via a game company for those archetypes. The following year I would run events at Origins for the first time in my life with demo scenarios for All Flesh Must Be Eaten. I ran "The Burning Wheel of Karma," a scenario I wrote with Derek Guder. (Rumor is, it may become available for use with Fate. Maybe Unisystem, too.) I think I also ran Dead Ops that year. Maybe it was the following year.
So, those four books are my favorite convention purchases. They led to where I am today as the Unisystem developer for Eden Studios, Inc.