Vicemage
I'd say, probably not at this time. ^^ They're not really something with a hugely wide appeal, especially for original characters. So if anything, compile them for your own reference, but don't worry about trying to sell them. (I'm actually compiling some of my own references, and will be getting them printed up, but the likelihood that I'll sell them is pretty much nil. ^_^ )
Regarding the Otakon thing... Disney, Gaia, and Ragnarok are known companies to NOT do fanart/art/craft items from... I haven't heard anything anywhere about the others, though. But fanart is being progressively reduced in a lot of AAs, whether it be due to industry pressure, or due to the organizers wishing to get to a more "original" quality overall in the Alley.
I'd say selling character sheets would depend on how well your other art sells. I think people would prefer lineart for coloring over that. I like looking at character sheets, but I don't know if I'd buy them.
Disney is notorious for that. I didn't know Rannarok was, I guess that's why I don't see fanart from that as often anymore. I'd assumed because it wasn't as popular anymore.
Gaia isn't that bad unless they've changed. Last I checked their policy was it was ok so long as you weren't doing something they'd already done or copying official art, or super mass producing them. Like I think it was last Otakon Is saw a girl with a booth selling tshirts and stuff with Gaia avatars where all she'd done was save the avatar images of various people and get them printed. She totally deserved to get in trouble. I could see them also maybe having a problem if Gaia fanart was ALL you sold. I don't really see people selling Gaia stuff that often, most people have stopped selling the hats since Gaia has come out with their own.
I'm guessing the pressure to reduce fanart is a bit of both. Artist Alley has gotten to be a big deal versus the days where a couple amateurs would be at some tables in the corner hoping someone liked their drawings. People don't want the art and crafts to start encroaching too much with the dealer room. I get the impression some dealers have made rumblings of dissent to this nature.