I've been keeping up with it so far via G4tv's coverage and twitter. EA's conference was sick, they demo'd several new games coming out late this year to early next year including Dead Space 2, the new Metal of Honor, the new IP from Epic Games (Gears of War) called Bulletstorm, announced the Sims 3 was coming to consoles, Madden's newest features, and my personal favorite: a brand new trailer for Star Wars: The Old Republic MMORPG. If you even slightly like Star Wars check out this trailer, it was amazing!
There is still two more days too! Today is the Nintendo and Sony conferences which I have been able to some-what follow, they announced Metroid: Other M, showcased the 3DS and explained and demo'd the 3D screen, announced several games for that platform, said the next Zelda would be out in 2011, said they were making a brand new Donkey Kong game, and so much more.
I LOVE E3! I want to be in the trade just to go to this event...

I haven't been able to follow Sony's conference being that I am at work, but check it out people, lots of great announcements for gamers!