Well, I usually go to GenCon for the RPGs; in 2010 it looks like the collapse of the 3e bubble is nearly complete. There were some good deals on old stock from Goodman Games, but there were many fewer clearance sales.
This year, I got really nostalgic for the kind of strategy and war games that I used to play back in the day, but rarely play anymore. In the early 1990s, I used to play a lot of Axis & Allies, and later on borrowed some armies to play Warhammer with folks that played old Avalon Hill wargames from time to time. At recent GenCons, I've picked up dwarf, undead, and monster decks for Battlegrounds Fantasy Warfare (bgg), which is a great concept (I was hoping to pick up the Punic War deck, but Your Move Games was not at the convention this year). So I spent some time demo-ing strategy boardgames from Fantasy Flight Games. They were heavily promoting Battles of Westeros (bgg) this year, which I watched some demos of. I personally only demo-ed Tide of Iron (bgg) and Battles of Napoleon (bgg). Tide of Iron was OK; it seems like a fun enough game, but possibly overgeneralized and random for my tastes, although it did allow more than two players. Of the three, Battles of Napoleon seemed like the most fun and worthy game. It has relatively few unit types (infantry, cavalry, and artillery) that play over a large hex grid, but much of the strategic depth comes from the command structure and management. It looked like a lot of fun, but at $100, it's somewhat pricey for a game I'd rarely play.
At the last minute, I instead went in for Warhammer, splitting a copy of the Battle for Skull Pass (bgg, review) with a friend. Tonight we assemble and divide it. As another friend said, it's cheaper now, but more expensive in the long run ;)
Battle for Skull Pass includes small 500-point armies for the dwarfs and orcs & goblins and 7th edition rules.The more recent set, Island of Blood, includes small Skaven and High Elf armies and 8th edition rules, which were released in June (1, 2, 3).
Games Workshop has articles on collecting, modelling, gaming, and painting, errata and FAQs, and a nice map of the Warhammer world. There are fan forums like the 40k forums knowledge base
with basic information on gluing, painting, and stripping paint. Wikipedia has background on the game and the armies.
Mantic makes cheaper, ostensibly compatible figures and has a how-to section that includes assembling and painting dwarf and undead units at present.