The only con I have been to was AX last year.  I took my cels.  I basically had them
with me most of the time, carried around in a messenger bag (in cel book of course!).
It was handy when I bought new cels to just slip them into the book too.
You could always have them put in the hotel safe.  I didn't really take any precautions 
last year which was probably not good but nothing happened.  ^_^
This year I will be staying with someone trustworthy and who knows cels so I think 
mine will be safe this year.  I think I will only drag them around on the first day though, 
the day of the cel meeting. 
Someone (sorry I can't rememer who) posted an insurance place a while back.  
http://www.collectinsure.com/
I rememer they had a clause in their policy about taking your collection places.  

Ja ne,

Kelly   ^_^