Having a customer open the case of the game she'd just bought to find - no disc inside!
THank goodness it was a customer who DID open the box and not someone going home with it. (Somehow the case we'd opened to test the discs to be sure they read correctly ended up back in the box of games and therefore got put on our display rack - we didn't opt for shrinkwrap so the problem wasn't obvious. Found the disc in a computer back home afterwards.)
We certainly sold enough to cover con fees. Having two of us makes the costs a LOT higher, but it also makes selling much more fun and much easier. There's the obvious stuff, like having someone to cover the table while you run to the bathroom or to a panel you REALLY want to go see (I had to get Lynn Flewelling to sign my book) but it's also helpful for calling people over to your booth, especially if you're slightly socially phobic. Taking turns to try and get people's attention feels less awkward. Having a boy willing to dress up in wacky costumes that get girls to want to stop and take his picture, also a bonus. Usually he would drag people to the table, then if they looked vaguely interested (that is, stuck around for more than a few seconds instead of hrming and moving on) I could start telling them stuff.
All the business cards I'd brought were gone by the end of the first day so we had to print out little paper strips. Hopefully some people will visit.
I know I've heard that it's important at an Artist's Alley to try and have things in different price ranges, and that wasn't really possible for us here. I'm not sure what would fall into the category between free and $10 really... we could sell demo discs for a buck but that feels awkward, surely demo discs should be free?
Anyway, don't know if/when I'll be doing such a thing again, but it was fun while it lasted. Discs will be made available for sale eventually but far too busy right now.