At 17, at my very first convention (Duckon, 1998), I had people making inappropriate sexual advances, some of it probably qualifying as harassment - I didn't realize at the time, as I was in a new environment, with new people, new modes of communication, and I just didn't know what to expect. I was with people I knew all weekend, however, so anything that happened was relatively low-key. (Remarkably effective, having your god father standing behind you to stare daggers at anyone who looks too long at your chest, really.)
The next year, I was at the convention alone and I know I was sexually harassed. An older man had been flirting with me all night (this being the time in my life when I felt you didn't need to sleep at conventions, so I just stayed up for 3 days, wandering the halls at night), and after deciding I was done dealing with him and turning to leave, he stepped up behind me, pressed against me, grabbed my shoulders, and leaned in to (presumably) whisper sexy things in my ear. I stiffened, tossed my head back a little (didn't hit him - too small a movement), and said, "Let go of me." He did so, but didn't move, so I did. He muttered, "Sorry" and I walked away. He carefully didn't come near me again that weekend, and actually hasn't talked to me since. He sees me, obviously recognizes me, but never approaches me. I wish all harassers behaved so after being told off. (Incidentally, this same guy was the reason it took me some years before I agreed to go to a Poly Party at a con - he was the first to invite me to one, and he made it sound like I was being invited to an orgy, not a party with food and socializing.)
At 18, alone at Duckon, I didn't even know what Security was, let alone that I could go there to report something like being sexually harassed. I've been going to conventions for 15 years now, and I've got a better idea of what each department is, and when it is appropriate to contact them. I didn't have people around me that second year, and I hadn't gotten any 'social inoculation' from my friends the first year, so I was extra vulnerable to creeps. Now, I actively try to inoculate my friends and be a buffer for them at conventions. If something happened to me now like what happened at 18, I would know to find a member of Security to report it. Whether that would be my first instinct or not, I don't know. I hope so.
Edit: As Amy McNally pointed out to me, there are a couple of excellent additions to the above list of links. Maria Dahvana Headley posted a follow-up entry on how not to be a creeper, and Ursula Vernon posted a third-party account of convention harassment and what YOU can do if you witness things happening to other people.