I do about 5-10 a year. The cons themselves are fun and keep you tuned in to what people like, it's as close to performing in front of a live audience as you get as a comic book maker. The travel on the other hand, often sucks. Also getting all of your merch and gear across the state, or country, or globe, present a whole other set of stress.
It's a good way to be seen but more these days it's an important outlet for sales. It is akin to having a storefront of your own in downtown Comic Book City for 2-5 days.