So how do you determine what convention prices are legal and which are not?
When does modern legality rotate, is it certain time of year?
I was told that we just had a rotation happen just recently does hcrealms reflect that?

Set rotation typically happens in the summer, around Worlds. This year it was June 1. The list of what is Modern legal can be found at the link below.

http://win.wizkids.com/bb/viewtopic....7fba990e2506d5

As of now the Units section does not reflect the new rotation. Nick Fury and the Agents of SHIELD is the oldest Modern Age set.

Since you mentioned Con pieces, this is all the non set stuff (Monthly OP's etc)

http://win.wizkids.com/bb/viewtopic....292478d10ea95a

So, is the Supreme Intelligence still Modern? I didn't see it on the retirement/rotation list, but a local judge has said many times that he/it was being retired.

Supreme Intelligence is still Modern. He is listed under the 2015 exclusives in the link above. Con Exclusives and monthly OP figures appear to be on a three year rotation schedule, instead of the two year rotation for retail/SLOP figures.