I've been before. When it was in Wisconsin... Geneva even...
It was kinda neat.
I looked at the rules for the one that's nowhere near Gen...
Costumes & Weapons
Weapons and items that appear to be weapons are not allowed at Gen Con. Self defense, recreational and utility items such as knifes, tazers, pepper spray, BB guns, cap guns, air-soft weapons, paintball guns, water guns, martial arts weaponry, including wooden practice weapons, etc, are not welcome, even if it is lawful to own and carry them in other public places. Off duty security, law-enforcement and military personnel are not allowed to bring their weapons to Gen Con. Items resembling futuristic weapons, fantasy weapons and non-projectile boffer weapons may be allowed provided they are not handled in a careless, threatening or destructive manner against persons or property.
Questionable items can be brought to the Information Desk in the convention center during operating hours to be checked for compliance with this policy. Some events may provide exceptions to this policy under strict circumstances defined by that event. Items purchased in the Exhibit Hall that violate this policy must be wrapped and immediately removed from the convention premises.
20th & 21st century uniforms may not be worn as costumes. These include any uniform that can be construed as a military uniform from any country or a uniform worn in an official capacity, such as security guard, police officer, deputy, fire marshal, paramedic, etc. Active duty military personnel are permitted to wear their government-issued uniforms.
I don't think I wanna pay to be in a prominent gun free victim zone.
C'est la vie.