Probably in 1998 when I was reading my first EGM -- the Dreamcast preview issue with Sonic and an orange DC swirl in the background. It's weird how vividly I remember buying it, actually.
That was my second EGM issue!
I don't remember that being an E3 issue though - just a Dreamcast-centric issue.
Oh, I remember downloading this thing and the graphics blew my mind2002 - the time Doom 3 alpha leaked on the internet. Someone told me that he already seen the content at the E3.
2002 or 2003 (I clearly remember being super hyped for Wind Waker so probably 2002), there was a TV show in France on a kids channel covering the E3. That was pretty sweet.
Back when e3 was in May, the August issues had all the coverage. So this would have been the e3 98 issue.