For Preview Night I do something less elaborate. You won't see a lot of elaborate costumes on Preview Night.
For the rest of the Con, I try to think about the panels that I'm going to see. For example, one year I went to a gaming panel that included my costume characters in a computer game, so i wore one of the characters in the game. Another time I went to a voice actors panel and the voice actor of one of my characters was there, so I wore the appropriate costume.
As a female, there are other concerns too. One of my costumes ia a white bodysuit, so last year I wore it on Thursday, since I was expecting (and had) a monthly visit the next day... well, you can see if those issues will affect you.
Lastly, think about the footwear with each costume. If you have one or more outfits that are particularly uncomfortable, you don't want to wear them in a row. Try to sandwich a more comfortable costume/more comfortable footwear between the less comfy ones.