I brought a long ethernet cable to E3 with me. It did the following:
Allowed me to be on the internet anywhere in the hotel room with a cord running everywhere.
Made my machine be the designated internet sharing box for 2 other laptops from people I stayed with at E3.
Having any wireless base station would have been handy, but we all forgot to get one, and couldn't justify buying one for 3 days. The Airport Express I would consider since I could also use it at home to ensure I get faster 802.11g speeds anywhere in the house. For some, the wireless to wired bridging might be handy as well. Not sure if the USB printer sharing works with Windows boxes easially, the normal Airport station can with some work.