I had the chance to cover Comic Con for trashwire.com this year and, being a huge MCR fan, I made a point to go to the two panels that featured Gerard.
I posted tons of pictures in two separate posts on trashwire.com at
http://trashwire.com/2010/07/23/comic-con-dark-horse-gerard-way/and
http://trashwire.com/2010/07/24/comic-con-panel-spotlight-on-gerard-way/ There's also about 5 videos from the panels in those posts, but here's my favorite one:
Click to view
Gerard gives a really brief version of his "origin story" and talks about Bandit's favorite book and says Dog is has favorite fictional bounty hunter.