I've found that if you wait until the last few hours on Monday, you can sometimes haggle down the price on certain goods by quite a bit. This works best if there are lots of other dealers with the same item. If you can get two dealers to compete against each other for your business, you can save quite a bit. Of course, some dealers will give you a really nasty glare when you try to haggle but don't let that discourage you from trying again at a different booth.
Also, I'm shocked how many people seem to only bring $100 spending cash to the con. Of course, that's probably because I approach conventions with a "go big or go home" kind of attitude that seems to lend itself well to spending more cash than I should in the dealer's hall.