I went to the last GP Vegas, but since I'm now employed I can't really take that much time off. I try to hit up most of the GPs that happen down here in California, nice mini-convention to attend. I hardly ever actually play main event either, mostly just side events and talking to artists + browsing vendors at the venues. You can find some great deals early on for singles and foils if you look around and keep track of prices.
At the last GP Vegas I remember there were a shit-ton of vendors, like easily 5x as many as a normal GP, and I made like 8 dollars buying Creeping Tar Pits from one vendor and selling them back for like $2 profit to another in a different section of the hall. It was great.