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[Event booths can be a fantastic exposure opportunity for indies, but the costs, planning and process can be deceptively complex, Here, indie developer and Insomniac alum Nathan Fouts writes a detailed report about his experiences promoting his Xbox Indie Games titles Shoot 1UP and Grapple Buggy at PAX East, with a detailed breakdown of costs and caveats.]
I've been to E3 and GDC many times in the past, helping to demo games for various companies for which I've worked, but I have never had to organize and exhibit my own games and company until PAX East 2010 at the end of March.
It was a mammoth amount of work, but there seemed to be the potential for great marketing and an improvement in sales.
Given the rising popularity of this and other events, I thought there may be some other independent developers that would like to see, in detail, our successes, trials, and tribulations.
(Note: this is from the perspective of exhibiting at PAX East, not at E3, GDC, SXSW, etc.)

Booth layout
We displayed a playable demo of Grapple Buggy on a rented 50-inch plasma TV, since the game looks great in motion and easily attracts attention. We had two computers and 20-inch monitors running Shoot 1UP and hosted an hourly high score contest.
A final monitor looped a trailer highlighting games for our PC publisher, Blitz Game Studios (Weapon of Choice was announced for the PC during PAX, published by the Blitz 1UP program).

After talking to the people organizing the expo, they agreed to let me sublet my booth to our publisher. Our publisher paid us $500 in exchange for a badge and a space to show off their new games. We did this in order to help defray some costs, though I think it may have confused gamers approaching our booth.
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I did watch a video interview you gave to Kotaku, from the show floor. Grapply buggy looks pretty good :)
Interesting how the conversion rate increased after the show, but the total amount of downloads increased just slightly. I would have expected the trial downloads to increase and conversion to stay more or less the same.
Maybe people who played the game in the show had their mind set to buy the game?
Good point about the shirts. I ordered them late (another mistake) and had to go with only 1 color in order to get them in time. I still like them and they look pretty sweet, but yes, maybe more colors would make them even more attractive. Note to self: order print stuff really early in advance.
@eyal
You're welcome. I agree, it's interesting the trial downloads held steady, but the conversion increased. Could be that all the positive press from the show and the people actually playing at the show convinced them to buy it, but not many more to download it.
It's very very useful !
Thanks for sharing!