-Stay fairly small unless you're planning to pay for commissions. 6x8, max. Rigid back is good, since it makes for an easier, more location-flexible drawing surface.
-Likewise, spiral-bound will be easier to draw in than case-bound. Fuck moleskines.
-My current sketchbooks are are smallish 80-page
Muji notebooks, which I love; they're dirt cheap, a great size, and paper that works for everything from pencil, to sharpie, to inkwash and watercolor (I don't know the exact model / dimensions; if you want 'em, let me know, and I'll check when I'm home).
-Keep in mind that you'll be carrying this thing around all day, and likely out to restaurants, bars, come the demon Etrigan. Get something that fits comfortably in your back or pocket and doesn't weigh a ton.
-I actually have two sketchbooks I take to shows--one is themed, and the other is a catch-all so that if there's an artist I want to draw a specific character, I can do that without breaking up the themed one.
-Write your contact information clearly, legibly, and PERMANENTLY in the covers of your sketchbook.
SOME GENERAL CON SKETCHBOOK ETIQUETTE:
-If your themed sketchbook is specific to a character / series, BRING REFERENCE.
-If you want a sketch from someone, be prepared to buy something from them. Never assume that someone is doing free sketches, and never press if they're not.
-If an artist has a long line, ask if you can drop your skechbook off and pick it up later, or if there's a better time when you can come back. When you hold up an artist's line, you delay or prevent potential sales, which is a dick move.
-By the same token, while someone's sketching or signing for you, move to the edge of their table so other people can get to it.
-Bring your own pens and/or sharpies. Most artists will use their own, but it's nice to be able to offer.