I've gone to 1 anime expo (or convention). It was the first one ever in my state, seriously! I went with my good friend, actually, I ran into her at the expo and hung out with her for the next 2 days.
Anyway, I didn't Cosplay at the convention. i did dress up like Pan from Dragonball GT for Holloween 2 years ago though, does that count?
Personally, I think some characters in anime are just too hard to cosplay as, so when people dress like them, they look really weird. My friend and I ran into person cosplayed as Sakura (CCS), Tomoyo (CCS) and Tomoyo (TRC) and they didn't look all that bad!