I'm thinking about going to the Historical Miniatures convention "Fall-In" this year. It's going to be in Lancaster.
I had gone to 3-4 of the other conventions over the last 12 years or so, but haven't gone for a number of years now.
In the past I've gone for only a single day, and mostly just went to buy things at the dealer's hall. Once I played in the "Warhammer Ancient Battles" tournament (and came in last, well it was the first time I had actually played the game, and I nearly won one of the three matches). I did learn not to do that sort of thing, since I had to bring my own army, and it was a major pain in the ass schlepping it around.
This time, I might consider signing up and playing some Game-Mastered games (where the dumb game-master brings the armies, and the players just show up and play).
It's going to be November 15th or thereabouts. Admission is rather steep, but what are you going to do? Here's the info site: Fall-In 2013
The amount of stuff in the dealer room is pretty dang impressive. I might even wander through the flea market where non-dealers sell their old stuff.