Sure, you can try to haggle at a convention - and
sometimes it even gets you a discounted price! A
few things to remember, though:

1. Ask nicely and be prepared to take no for an
answer.

2. It doesn't work so well on very popular cels.
If a dealer has an A1 perfectly centered face
shot of Deedlit from the OVA priced at $100 (and
if you do, I want dibs! :-), you are probably not
going to be able to haggle, since the 10 drooling
fans behind you will gladly pay that price if you
don't. 

3. It works best when you're buying multiple cels,
multiple expensive cels, cels from less popular
series, if you're paying cash, and if the dealer
is not being besieged. Also if you're making a 
reasonable counter offer - wanting to pay $10 for
that mythical Deedlit above is not reasonable 
(although eminently understandable).