The single worst question I have ever heard someone ask at a convention was at a Babylon 5 convention, so I hope that doesn't disqualify me from commenting: at the ill-fated Voice of the Resistance con, there was this guy who kept getting up to ask questions (nearly everyone from B5 was in attendance, with the exception of Straczynski), and his questions got dumber and more rude as time went on, until he finally asked Mira Furlan (who had been a refugee from what used to be Yugoslavia) what it was like to be from a country that didn't exist anymore. The whole room snarled at him, and Jerry Doyle got up from his chair and offered to clean the guy's clock if he didn't go away.
My favourite for avoiding stupid questions, though, is John DeLancie, who simply ignores any stupid question asked by an adult (children seem to get special dispensation, rightfully so), and goes on to the next question.