The list is longer than you'd think, with favorites varying by person. Everyone would agree, though, that Chicago is the largest by far. It generally takes place over an extended weekend in early May, sometimes a weekend later.
After that probably comes Las Vegas (late October/early November), and a host of comparatively smaller but vibrant and extremely worthwhile events. In no particular order they include Columbus (mid August), New York (held in Newark in early March), St Louis (mid February), Richmond (late Sept/early Oct), TAPS (mid April), KC (mid-late Sept), and Fort Worth (early October). The dates are general; for many of these shows sometimes the exact weekend floats a bit. My apologies for any I've forgotten.
I think almost everyone who's been to one of these events would agree that attending a show, any show, is a wonderful experience and shouldn't be missed if you have the time and money to go.