I know that A-kon and other cons have had cel 
gatherings in the past, but I haven't attended 
one personally. ^_^

Larger conventions have cel dealers in 
attendance, but your luck may not be so good with 
the smaller-to-mid-sized ones. One of the things 
to keep in mind is that a lot of the cel dealers 
who attend conventions also have an online 
presence... so you end up recognizing a lot of 
cels from their websites on the walls and in 
their books. Though I haven't done a thorough 
comparison, it's my impression that convention 
prices aren't exactly bargains. I don't know if 
the prices are raised or the same, but they're 
definitely not lower... Anime cels at conventions 
seem to be at two ends of the spectrum: cheap 
shots at midrange prices, and very nice shots at 
very high prices. ^_^;; If you collect from a 
lesser-known show, you probably won't have too 
much luck at a convention.

Still, it's the search that's the fun part. ^_^