I've gotten some of my best cels, and definitely 
all of my best deals on cels, at conventions.

However, you do need to know your stuff.  I have 
seen cels at conventions that were priced at 2 - 
3 times what they were worth;  usually, but not 
always, this was with small-time dealers who did 
not know much about cels.
 
I hope it doesn't annoy ciaran that I say this, 
but I've actually gotten my best cel deals at 
conventions from Asylum.  Kurt brings an 
astounding selection of cels to major 
conventions, and sometime there are amazingly 
good deals to be had.  However, he also sometimes 
overprices things significantly, as do the other 
dealers, so you need to know what you could get 
the equivalent cel for elsewhere.

When I go to Otakon or Anime Boston, the first 
place I go in the dealer's room is the Asylum 
table, where I look over the 4,000 or so cels on 
Kurt's table with an educated eye as to value 
versus price, and then I happily leave with a 
large pile of bargains (and leave Kurt happily 
holding a large stack of green).