I always come in with a load of goodies for the guests. Think small, think portable, think non-breakable, think inexpensive. Sometimes I follow a practical bent in my choice of items: a pen or journal for writers, drawing supplies for comic artists, and so on. And if I happen to run across a mention of a guest's interests or hobbies (such as on their Twitter feed), I'll run with that. Last year, when I read that Kelly Sheridan was partial to tequila, I gave her a shot glass marked with the Sauza label (one of the best-known brands in the Mexican tequila industry).
I learned the rules about food gifts the hard way at my first BronyCon (summer 2012), when I tried to bring in homemade cookies for all the guests. Ever since then, on the rare occasions that I've brought in food, it's been small, store-bought, and in the original unopened package. And I only go this route if I know for sure (from reading or experience) that what I have is something the guest will like.