There's also a 24 hour postal drop box about 1 block away from the convention hall on the southeast side. My brother used it to return mail his costume after the contest this year. Most of the hotels can also hold and send out packages for you.
Ross is totally right about the roommates, by the way. In most of the hotels the fee for another occupant is usually $10 with another 10-20 for a roll away bed but if your room costs $875 for the weekend, getting even 1 roommate saves you over 400 dollars.
A small way to save money is to plan ahead on the small stuff. Drinks, snacks, and other small consumables can run into noticable expenses pretty quickly if you aren't paying attention but if you don't snack you'll likely end up paying for an 'extra' meal. The area around the convention center is filled with resturants and service stores but little in the way of convinence goods. However, if you can endure the streets for a few blocks there is a CVS Pharmacy with a small grocery about 4 blocks north of the eastern corner of the convention hall; about two blocks north from the Embassy Suites. You can get most of the way there by going through the skywalks, farther if you stay at the Conrad and gain access to their tunnels with your room key. If you go there Wednesday you can grab enough to keep you good for the convention.
Make sure to carry some small bills with you. You can use them in vending machines, avoid charges for using cards on small purchases, and make short public transit trips if needed.
If you are flying then the Green Line is the best way to get to and from the airport. It runs from midmorning to evening and runs between the airport and all the hotels downtown. There's one roughly every 20 minutes so even with a big crowd you probably won't have to wait too long. However the "line" on the airport side is a mod (no rope, no painted lines, not clear sign to line up at) so you'd better be good with elbowing people at least a little or you'll have to wait for a few passes.
In the event you GM, make sure to take advantage of any special offers. I made about fifty dollars in store credit for running games for ArcDream publishing last time.