Here is some advice for students in my research group. I hope to add to this over time. --Vince

Research advice
Research should be your top priority. This is what you will be evaluated by in graduate school, and this is what will determine how successful you are in your career as a scientist.

You should be on top of your own research and, as much as possible, be driving it forward yourself. Research is much more fun when you feel ownership of it. This does not mean that I will not be involved in your research, or that you should not listen to my suggestions. But you should not feel like I am just using you to get my projects done. You should also be using me to get advice on the research that you want to get done!

A not-so-good scenario:
You have a list of things that you still need to do on your research. Every week, I make some new suggestions, adding to your list. You do not feel ownership, and research becomes somewhat of a drag. Maybe you even feel like some of my suggestions are not the right way to do things, but you are not really sure what would be a better way. All of this of course is not helping you catch up.

A good scenario:
You are pursuing your own ideas on your research. I make some suggestions; some of them you have already thought about, and perhaps you have already thought of something better. The few suggestions that are still useful are now relatively easy to do, and you never feel like you are falling behind on them. You feel in control of your research, and it is fun!

These scenarios are obviously very black-and-white, and it is not such a terrible thing if you are in something like the first scenario for a while, especially in the beginning of your graduate studies. I am here to help you out when you get stuck or need ideas. But over time, you should be trying hard to get to the second scenario. The first step to getting there is to work hard to make sure that you do not fall behind, and that you clearly understand your research and its context. You should be organized, keeping track of all the ideas and results on your project, and come into weekly meetings prepared, aware of what is going on in your project and what we need to talk about. If you do this, you will at some point find yourself thinking creatively about what you are doing and having fun with it.

Doing research vs. doing other things
In graduate school, you have a lot of freedom in how you schedule your time. Unlike most other jobs in the world, nobody is checking that you come in at 9am and stay until 5pm. This freedom comes with the responsibility to use it wisely. You do have a job to do, and you should be disciplined and put in the appropriate number of hours. Try to "save" your free time for things that are seriously fun.

Research progress can be erratic in the short run -- you may spend a week working very hard on a problem, get nowhere, and regret that you did not spend the week doing something else. However, in the long run, your hard work will pay off. You did not waste that week.

Also, research progress can be hard to measure. (How important is that new result that you came up with, really?) Working on, for example, a homework assignment, gives a much clearer sense of progress. (You solved that 20-point question!) It is tempting to prioritize things that give a clear sense of progress, but this can be detrimental to your research. Over time, you will get explicit feedback about how well you are doing in research (from the faculty, but also, more importantly, from getting your papers published).

Some very good conferences:
If you want to know about a conference or other venue not listed here, ask me. I may very well have forgotten some great venues. If you think I'm wrong about something, please let me know! Some of the below is based on very little information and these are just my limited impressions rather than anything based on thorough analysis.

ACM Conference on Electronic Commerce (EC, also referred to as ACM-EC): very good conference with a strong focus on auctions and mechanism design, also some game theory and voting. Tends to have many theory papers, some more AI-ish papers. The conference is interested in expanding to other areas such as systems.

International Joint Conference on AI (IJCAI) and National Conference on AI (AAAI): these are the top general AI conferences. They are generally very good (although they tend to accept a few papers that are not so good as well). IJCAI is perhaps slightly better overall. AAAI is the North American conference (though researchers from all over the world publish in it). IJCAI tends to be a little more interested in logic and complexity than AAAI (presumably due to the European contingent), but the difference is small.

International Joint Conference on Autonomous Agents and Multi Agent Systems (AAMAS): an AI-ish conference but with a restricted focus, mostly on multiagent systems. Good overall, tends to accept some weaker papers as well, but the papers in game theory and mechanism design are generally good.

Conference on Theoretical Aspects of Rationality and Knowledge (TARK): conference on topics in the intersection of computer science, economics, game theory, philosophy, and logic. Somewhat like EC but a little less applied, smaller, and more focused on game theory and logic and less on auctions. (Has perhaps been eclipsed by EC somewhat.) But tends to have good papers.

Workshop on Internet and Network Economics (WINE): more like a conference in spite of the name. Similar to EC, though EC is better. WINE is a little bit more dominated by computer science theoreticians.

Conference on Uncertainty in AI (UAI): focuses mostly on topics such as Bayes Nets, but usually has a couple of papers on game theory, mechanism design, auctions, etc. as well.

International Conference on Machine Learning (ICML): focuses on machine learning (mostly from an AI perspective), often has a couple of papers on topics such as learning in games or learning in markets.

Neural Information Processing Systems (NIPS): mostly a machine learning conference these days, overlap with ICML and UAI, and similarly it accepts some learning in games, etc., papers.

International World Wide Web conference (WWW): covers many topics, but one prominent topic is "monetization" which includes various economics-related topics such as sponsored search, and there is also interest in social networks.

There are also some very good conferences in computer science theory that often publish papers on game theory, mechanism design, auctions, etc. These include FOCS, STOC, and SODA. (FOCS and STOC are the top two theory conferences, SODA is close.) COLT is also good for (theoretical) machine learning.

Even more conferences, workshops, and other things:
Symposium on Algorithmic Game Theory (SAGT): similar to EC and WINE, maybe more theoretical, less auctions and more game theory. But too new for me to say much about it.

International Conference on Electronic Commerce (ICEC): more of an applied focus, less game theory and mechanism design.

Innovative Applications of AI (IAAI): usually co-located (even co-published) with AAAI, IAAI focuses on (about-to-be) deployed applications that have AI in them.

Conference on Logic and the Foundations of Game and Decision Theory (LOFT): similar to TARK, perhaps even more logic-heavy, no published proceedings.

European conferences/workshops: ECAI (like AAAI), ECML (like ICML), EUMAS (like AAMAS).

International Symposium on AI and Math (ISAIM): AI with perhaps a more theoretical bend, not as good as the top AI conferences.

KR: reasonably good AI conference on knowledge representation.

KDD: knowledge discovery and data mining. Supposed to be good but I don't know much about it.

Stony Brook game theory conference: yearly conference on game theory, mostly economists, abstracts only.

GAMES: large conference on game theory held once every 4 years. No proceedings.

INFORMS Annual Meeting: huge conference focusing on operations research, management science, etc. Abstracts only.

COMSOC (Computational Social Choice) workshop: a nice, relatively new workshop mostly on voting (but also mechanism design, etc.).

AMEC (Agent-Mediated Electronic Commerce) workshop: a nice workshop with topics similar to the AI-ish topics in ACM-EC.

Multidisciplinary Preferences workshop: nice workshop that focuses on preference representation, elicitation, social choice and mechanism design, etc., often from an AI perspective.

Incentive-Based Computing (IBC): another workshop on game theory in cs and the like.

NetEcon: this workshop focuses on economic phenomena in networks.

Game Theory and Decision Theory (GTDT): a nice multiagent systems workshop on game theory

Dagstuhl workshops: many computer science workshops are organized at Schloss Dagstuhl, occasionally on a topic relevant to us. Usually by invitation.

Interesting competitions: the Trading Agent Competitions (TAC), AAAI computer poker competition.

Some very good journals:
Journal of the ACM (JACM): journal devoted to the best papers across computer science. Perhaps focuses a little more on theory papers but also accepts AI papers.

Artificial Intelligence (AIJ), Journal of Artificial Intelligence Research (JAIR): top AI journals.

Journal on Autonomous Agents and Multi Agent Systems (JAAMAS): the AAMAS community's journal, a good journal.

Machine Learning, Journal of Machine Learning Research: top machine learning journals.

Econometrica: perhaps the top economics journal; theoretical. Does not like to publish papers that have appeared in cs conferences.

American Economic Review (AER): also perhaps the top economics journal; less theoretical.

Journal of Economic Theory (JET): a very good theoretical economics journal. Is open to papers that have appeared in cs conferences.

Games and Economic Behavior (GEB): the top game theory journal. Is open to papers that have appeared in cs conferences.

International Journal of Game Theory (IJGT): another good game theory journal.

(There are a lot more economics journals...)

Great operations research/management science journals: Operations Research, Math of Operations Research, Management Science. (Again, there are others...)

Social Choice and Welfare is perhaps the top social choice journal (though some of the top economics journals will also accept social choice papers).