The 2009 Midwest Gaming Classic is only two weeks away now. It's held up in Oconomowoc Wisconsin (suburb of Milwaukee) and is well worth the if you're within driving distance.
I primarily go to shop but it's also a blast to try out obscure systems you've never seen before. It looks like they have more vendors signed-up this year than any in the past.
Here are my reviews of previous years:
2004 Review
2006 Review
2007 Review (probably the best of these)
2008 Review