Everything I can tell you about selling your own pieces to customers face to face is only what I've experienced in the past few months since I started to take my Shapeways art to various events. One key piece of advice I would give is to have a small spiel ready explaining as briefly as possible what 3D printing is, in layman's terms. Of course if you're not much of a talker you can bring your smart phone or laptop and have a nice explanatory YouTube video handy. You would be surprised how many people don't have the slightest clue about 3D printing despite all the cool media attention it's been getting lately.
I personally started off selling my creations (a few themed stainless steel and sandstone pieces) at a Japanese Animation convention in their "Artists Alley". More recently I also started selling at an Arts Market in downtown San Francisco and in March will have a go at my first big convention which is Steampunk themed. A good way to go when starting out is to share art space with friends, it brings down costs and lets you take a few breaks. Sometimes things will sell, and sometimes they won't. If you try a selling venue out make sure to bring something to pass the time. You'll know by the first event or two if selling your pieces in person is your niche, or if you want to go running back into your pajamas to make all of your sales online.
Most good-sized cities will have themed conventions and art events, the costs
vary widely depending on the location and popularity of the events.
Check what permits and/or other paperwork you'll need depending on your
selling location. A lot of artistic events will have very helpful staff
that can tell you what's needed.
A portion of art events say that pieces must be handmade. From
what I've gathered that's mainly to keep mass manufactured pieces from
overrunning the artistic feel of events. 3D printing is very very new
to most of these events, conventions, art shows etc so my opinion would
be is if they accept 2D prints as within the "handmade" spectrum
there's nothing to prevent 3D prints from also being considered.
One more piece of advice is to be careful when making themed
art that isn't completely original and perhaps inspired by your
favorite comic book or video game, some things are copyrighted and some
Conventions and art events are fun to try out, even if it doesn't end
up being for you. Remember, even if you don't sell much, it's also
about exposure (make sure you have those business cards handy) and feeling out the market to see what people like and want.Keep an eye on the Shapeways events and Meetup page to see when the Shapeways team will be in your neighbourhood