1. I recommend bringing a credit card with you. Convention areas often do not take the Discover card so it is good to have a MasterCard or Visa to pay for expenses.
2. Examine the online schedule for all activities available through http://www.amstat.org/meetings/jsm.cfm (select meeting year, program, and then look for an “Online Program is available for viewing” link). You can search by company/school, topic, person’s name, or sponsor (like the Section on Statistics in Sports for the ASA). I recommend building a tentative schedule of what sessions you plan to attend before going.
3. When you arrive at JSM, go to the check in desk to get your name tag and conference schedule book. If you have not registered yet, students can still register for just $75 there (listed cost in 2009).
4. The main activities during JSM are the presentations of statistical research. These are broken up into invited, topic contributed, and contributed sessions that each last about two hours. Invited sessions contain a group of 25 minute or more presentations on a topic where someone has organized the session and it has been selected for inclusion in the program by the JSM program committee. The contributed sessions contain a group of 15 minute presentations on a topic, but these presentations were not submitted together. Rather, these contain the submissions from people who want to present their research without inclusion in an invited session. Please note that all contributed presentations are accepted by the JSM organizers which can lead to loosely themed sessions like “categorical data analysis”. There is also more variability in the quality of the contributed presentations than for the invited presentations. The topic contributed sessions are relatively new to JSM and contain a “contributed topic” with a set of presentations lined up by the contributor. Poster sessions are also nice to attend as well. Each poster session gives presenters two hours (simultaneously with many others) to present their research on a 4’x8’ board. The author is required to stand by the poster in order to answer questions that people passing by may have. Most poster sessions are contributed sessions.
5. There are a large number of companies (publishers, software, …) exhibiting their products in one big exhibition hall. Many give away free candy and other small items (pens, highlighters,…). All of the statistics textbook publishers and software makers will be there. The textbook publishers usually offer a >=20% discount on their books. The software companies sometimes give away free trial editions of their software.
6. The Sunday night opening mixer sponsored by JSM is open to everyone. Free hors d’oeuvres and a cash bar are available. The Institute for Mathematical Statistics (IMS) usually has a student mixer during the meetings. There is also a “JSM First-time Attendee Orientation and Reception” early Sunday evening. Also, look for other small mixers that companies set up for their customers in the evenings. For example, I once attended a S-Plus mixer to announce the release of their latest version. Free drinks, food, and t-shirts were provided.
7. Attend free “introductory overview lectures” by top researchers on topics such as Bayesian analysis and sequential analysis. There are also many short courses offered as well for a fee (pre-registration is often needed). This fee can be waived for students if you volunteer to help out during it (they call them “monitors”). See the “continuing education” area of the JSM website for more information. In order to be a monitor, you probably will need to volunteer before JSM.
8. Many sessions discuss topics that are difficult to understand! Also, many sessions have poorly given presentations. My goal for any session is to have 1-2 presentations where I learn something. This may seem like I am setting my goals rather low, but through attending many different sessions these new items that I have learned will add up! As for the easier to understand sessions, those sponsored by the ASA Section on Statistical Education are usually the easiest. These are some of the most attended. Sessions sponsored by the Section on Statistics in Sports are also highly attended and understood.
9. Attend an open business meeting for an ASA section – like Statistics in Sports, Biometrics, Physical and Engineering Sciences (SPES), … . The people at these meetings are some of those who are most interested in that subject area. Some of these (SPES in particular) have door prizes! Other section meetings though are not too exciting.
10. It probably would not be good to ask your favorite statistician for an autograph (like on your Casella and Berger textbook); however, it is interesting to attend a session with your favorite statistician as a speaker so that you can see who they are. Do a name search on the online schedule web page to see when your favorite statistician is making a presentation.
11. There are a lot of employers seeking to hire statisticians during JSM. If you graduate in May or August (or maybe even December), this is a great opportunity to interview for positions. You will need to sign up at the JSM Career Placement Center (it is best to do this online before JSM) and companies will contact you if they want to interview you there.
12. STAT Bowl is a statistical trivial contest for students. Watch for the winter edition of STATS Magazine for the announcement about how to pre-register for it. In the past, they have had teams of students (by schools) compete, but they have also had individual student competitions. Recently, the ASA has started to reimburse students up to $500 of their travel costs for attending JSM. Past questions for STAT Bowl include: 1) Who is the first person to give “regression” its name? 2) Where is next years JSM?, and 3) What is the variance of a chi-square(1) random variable. Additional sample questions are available at http://business.utsa.edu/scc/statbowl/ and http://www.stat.sc.edu/~edwards/stat.bowl.html.  The STAT Bowl contest is also open to those who just want to watch.
13. The Cyber Center has computers available so that you can get on the Internet.  Most convention centers also have wireless internet access, but you will need to pay for it.  
14. There are bulletin boards in the registration area where written announcements can be posted. For example, the Kansas State University Department of Statistics always has a student/alumni/faculty get together one night during JSM and a sign-up sheet will be posted there.
15. Take a half day off from the meetings and do some sight seeing!
16. See http://www.amstat.org/education/awardsandcompetitions.cfm for information on travel awards to partially pay for going to JSM (not all of the scholarships listed on this web page are for JSM travel). 
     

For more specific information about JSM, talk to your advisor or another faculty member.