WOW, this dude gets around!
Heh.....some people who know me would consider that to be a major understatement.
Trips to attend anime cons have only made up a fraction of my yearly travel over the last few years.
During 2007 alone, I flew over 75,000 miles within the US48 on Delta Air Lines.....just as I previously did in 2006 and also 2005......in total, a bit more than 250,000 miles since I attended my first anime con in August '04.......which ironically enough I didn't even fly to.....as I took Amtrak's Acela service to/from Baltimore instead.
You go to so many cons, how do you pay for all of that traveling. And not just the traveling the buying, and hotels, etc., etc. I mean 1 or 2 would kill me in the money department. Oh, and where does all that time come from?
Before I start to answer this question, I think I should note that I turned 35 earlier this year....as that alone probably goes a long way to explaining a few things......
Still, attending anime cons doesn't have to be truly expensive....but I guess this is all 'relative' depending on an individual's age and/or situation.
For example, my average cost for airfare and hotel for a 3 night con 'away from home' has been only $600-750.....and sometimes, less.......and that is with no roommates (something that can reduce the cost of the hotel portion).
Given what some people spend on anime and/or other leisure activities during a year....that's not too much in the grand scheme of things.
Of course.....with airfares on the rise due to high cost of oil....that's probably gonna go up......but there are still ways to 'reduce costs' on a per trip basis.
In some cases.....if I can't secure a 'cheap' airfare.....I'll redeem "miles" for an award ticket instead.
The same can be done for the hotel portion of the trip.....as I occasionally redeem 'points' that I earn through a hotel's frequent stay program for free nights.
These 'miles' and 'points' can be earned by flying and/or staying in hotels (how I primarily earn them) or charging purchases to a credit card that offers them as a reward.
Using AX last year as an example.......both my hotel (5 nights at the Westin Long Beach) and air (domestic first class) were paid for using points and miles respectively......so, my only real (out of pocket) expense for that trip were meals, what I spent at the con itself and 2 nights at the Planet Hollywood in Vegas as I took advantage of a free stopover on my airline award ticket to 'relax in Vegas' before heading back to NYC.
Another good idea that someone I know uses to cover the costs associated with traveling.....is to setup a 'travel fund' account and make regular deposits to it (say, a fixed percentage of each paycheck)....sorta like the old Christmas Club accounts of yore.......and then 'dip' into that to cover the cost of a trip.
Of course the largest limiting factor for most people is 'available time'.....and this also doesn't have to be a major stumbling block.....unless someone is forced to work weekends as most cons are Fri-Sun.
FWIW, as a freelance consultant......I get the advantage of largely being able to set my own schedule.

On a similar note, I guess I should mention that more than a few people have suggested that I seriously consider running a panel at anime cons specifically dealing with 'traveling the con circuit'.

What all do they sell at cons?
Anything and everything....
Manga, DVDs, CDs, import games, statues, trading figures, logo apparel, bags, costumes, swords, air guns, etc........the dealer's room of an anime con is like a huge flea market for mostly anime-themed merchandise.
I should note that the dealers' room at a con like NY Comic Con has a much different mix of merchandise........including sci-fi and comic-based toys (eg. Star Wars, Marvel, etc.) and of course....tons of comic books.
A.J.