I was a contestant on Jeopardy! in 2010. The transcript of my game can be found on the Jeopardy Archive site.
While the outcome was not what I had hoped for, I performed well and lead against two strong players Marissa Goldsmith and Ellen Kimmel (both champions now with five cumulative wins) before getting sucker punched on the last question in what ironically was my strongest category. This section contains a blog of my experience and useful tips for future contestants.
If you are a prospective contestant, peruse the Topics and Resources sections and feel free to contact me if you have any questions. I certainly wish you better luck than mine.