Yes! I go regularly to Swedish cons, and I just applied to share a table with some friends at Thought Bubble! We'll see if we get it or not.
I find them worthwhile, because it's nice to get out of my comics-cave for a bit and meet people - the Swedish comics-scene is fairly small, to conventions are like reunions with friends - and meet readers, and sell things and make a bit of a profit.
Yes! At my latest conventions, I've had printed copies of Grassblades (chapters 1-3, collected volume), a tea-and-witch-themed artbook, the GL anthology I was part of, the Swedish folklore-anthology I was part of, a handful of prints, a few keychains, stickers, bookmarks and badges.
I sell them, as printing costs are quite high, and I need to cover my expenses. The only things I give away as freebies are the bookmarks and the badges, as they cost me pennies to make.
I have a bright, colourful table with stands to put my comics on so they can be seen from a distance with clear labelling of what everything costs! Also, I stand up as much as possible, so that I'm eye-level with the con-goers - it's a lot easier to connect with people when they aren't literally looking down on you - and I nod and smile at people and tell them it's okay to pick up a comic and flip through it if they want. It doesn't always work, but it sure beats not smiling and talking at all!
Not really, no? But then, I've mostly gone to Swedish small-press cons, and webcomics aren't as much of a thing there; they're more into printed copies and small-press/self-published stuff. And no, I haven't cosplayed myself, though I spotted at least one person cosplaying their comic's main character and walking around with a sign with their URL on it - not sure how well it worked out for them, but it looks fine!
Fanart and fandom-related merch will get more attention at cons, for obvious reasons - people already know what it is! - but I don't sell any kind of fanart; I only sell original stuff, and it's been going really well. Of course, this all depends on context; if you're at a small-press con, people who come there are there for the small-press/self-published stuff. If you're at a bigger, more commercial con, people are more likely to be there for the fanart and fan-merch.