What are these Megagames people are referring to? Can anyone give some examples?
The SU&SD videos are definitely the best way to get an understanding of what a megagame feels like. Once you've seen that, you can look at the Megagame Coalition's website to get descriptions of all the megagames being run this year.
All the events are sold out except Blood Feud - and that's only because it's a smaller (32 player max) boxed megagame that was picked up by a publisher who is running it all weekend (17 times, last I counted). Blood Feud is a good choice if you want to get in one this Gen Con