Things to remember is always important.
In the TechEd North America Forum I found these valuable hints:
1) Wear comfy shoes. The best walking shoes you have. You are going to walk a LOT. You're going to stand a lot.
2) See rule #1! Rule 1 is that important!
3) Have a great backpack or shoulder bag. This is really a corollary of rule #1. If yours isn't comfortable, it will make the walking seem twice as far and you'll end up with backaches and shoulder pain (to go with sore feet if you ignored rule #1 )
4) Know the location's quirks. In New Orleans, this means the unusual paradox of tending to be very hot and humid outside and icy cold inside. My best tip for warm locations like New Orleans is to pack a fleece top in your bag that you can put on when the AC hits Arctic. I've been carrying a fleece vest to all of the warm locations (Orlando, Atlanta, New Orleans) and been happy with that decision every time. Shuttles can be spotty in New Orleans so plan on the possibility of decent walks to and from your hotel in the muggy heat. Also, be mindful of walking alone later at night.
5) Double-book sessions. This sounds strange, but can be a good strategy. You'll often find during the conference that a particular track appeals to you more than you anticipated, or turns out to be more applicable. Options are a good thing! If you don't double-book, be open to zigging at the last minute anyway.
6) Plan a rest break. Later in the week, all the walking and the sponging of information will take a bit of a toll. Consider scheduling an empty session timeslot to recharge and refresh, then re-attack with vigor!
7) Do some homework on sessions you plan to attend if the subject matter is completely new to you. The conference is packed full of high-value information and I've found if there's a new area I REALLY want to get up to speed on quickly, I do my "101" homework ahead of time so that I can use my timeslots on higher-level sessions. There's absolutely nothing wrong with "101" session, but for my money (and we're paying for TechEd and taking time out of the office to attend) I have found I can be more educationally productive by prepping a bit before arriving.
8) Try the hand-on labs! These can be surprisingly enlightening. If you are a hands-on tech, you can get some quick practical exposure. If you are a manager, you can learn what your hand-on team members do and have to deal with. It's a win either way. Bonus sub-tip: try the labs early in the morning when seats are plentiful and systems are fast. Later in the day it gets crowded and slow.
9) Talk with your fellow attendees! I'm surprised every year at the number of people I see at lunch: heads-down chewing-away or talking with co-worker attendees! Those are lost opportunities! You already know your co-workers – talk with them when you get home! Chat with the people you DON'T know. Find out what their challenges are. Find out what unique and creative solutions they've found! Even if their problems aren't your problems today, they might be your problem tomorrow! Share YOUR knowledge too!
10) Be battery savvy! If the tech gods haven't blessed you with the latest long-battery life gadgets, make sure to carry a charger (of course), and use available tech to extend the life of your smartphone or laptop. There are always dozens (probably hundreds) of available PCs for attendee use. Use your smartphone to keep an eye on emails at they come in, but use those free terminals to reply to all of the non-critical emails between sessions. A plus to this strategy is that you can use it to avoid carrying a laptop for email purposes and lighten your load. (See rules 1 and 2!)
I would like to add Power Adapter. Most EU countries have its own standard for power outlets, so remember to bring a few power adapters and maybe also a power strip (sharing is caring).
And if you come from US or Canada (speakers/organisators), make sure your equipment can handle 230V which is the EU standard.
Also remember Madrid can be HOT! during summer, so wear light clothes (remember sunblocker if staying outside), but do take in account that the venue will be airconditioned.