The only time I've ever been hugged by someone who isn't a close relative was at an anime convention. In fact, I count the hugs I receive at anime conventions. I have eight so far.
Somehow, the first remains the best, as it was completely unexpected and seemed to be a genuine gesture of appreciation. It was in the vendor hall. I had a bag of doujinshi and artbooks cutting off the circulation in my right arm. Suddenly, some random chick in a Naruto outfit approaches me, and asks to hug me. I accept her offer. The sensation of her body pressed against mine was something completely unlike anything I had ever experienced before. It was a feeling of warmth...of contentment. The hug ended, we exchanged brief words, and never saw one another again.
I still don't know why she wanted to hug me. The only cosplay-ish thing I had on was the Gurren Lagann emblem on my back. Then again, it was still quite new at the time, and I carried the ONLY reference to Gurren Lagann I came across throughout the convention, so that might have actually been it. A better explanation might be that, since I was spending ridiculous amounts of money indiscriminately at vendors and artist booths, that she was associated with one of the dealers I had visited and the hug was a show of appreciation--not unlike the free poster an Asian artbook dealer gave me after I spent about $200 on their stuff. Maybe that's it...but I'll never know.
Still, it felt nice.