Ok, I don't see anything in here that lists this topic, so I'll start it and if it's already been done, feel free to merge my post into the thread. But I really didn't see anything on this topic. Anyhow, not long back I did a list of shows, conventions and meetings for Linux users to help centralize the list and bring a hodgepodge of shows together into one location for easy access and reference. I'm sorta hoping to do that with writing here for those of you who like to go and do conventions, shows, signings and the like. Now I only know of these few so far, but as I get more I'll update my list and add more. If someone wants to compile this into a nice neat little wiki page, by all means feel free. Anywho, here's what I've learned.
Best Books - Jackson Crossing Mall, Jackson MI
Good for all genres. Very friendly. Very open to local authors. Just be careful about when you setup a signing. If there's a big event in town the mall is nearly empty. If not, it's best to do signings on Saturdays from 1-3pm as that's the highest traffic time.
Evolution Games - Lansing, MI
Good for sci-fi, fantasy, and gaming genres, as it's a gaming store. (Ie, board games) Best dates vary, so check with the store owner ahead of time. Very friendly and open to local authors.
Penguicon - Detroit, MI
Good for sci-fi and fantasy. It's a Linux con, so tech books based on FOSS or Linux also go good. The show isn't managed all that well, and they have some real organization issues, and you need to reserve a spot and get confirmed by the 31st of Dec to be guaranteed a spot as a featured author. If you do get in, be prepared to sell books like mad and sign till your hands bleed.
Detroit Motor City Comic Con - Detroit, MI
Good for Sci-fi, Fantasy, action, adventure, super powers, etc. It's a comic con, but there's lots of geeks and nerds there, plus celebrities, and they're all loaded with cash. And I mean loaded. Expect to sell no less than 500-700 copies of any book you bring.
JaFax - Grand Valley State University, Allendale, MI
It's a small Anime fan convention, two days long, held on the GVSU campus. This is an excellent show for sci-fi, fantasy, adventure, and action. Not a big place to sell books, as you'll clear 150-200 books, but you'll get a lot of attention, as the few people you sell to, if they like your book, will tell no less than 20 others. So while you won't make as many sales as some of the other big cons, it's a great location for getting your name out there, and also to meet your readers. So be ready to market yourself HUGE while you're there.
Gencon - Indianapolis, IN
Big, big gaming convention. Scifi, fantasy, action, adventure, super powers, etc will sell well there. But be ready with a lot of books. You'll clear anywhere from 700-1500 books in one weekend. No joke. Some rare individuals have cleared over 2500 of just one title. Just be sure you get in really super early, because space goes quickly. And I mean bloody quickly. You may need your publishers help to get in as part of the secret early registrations.
DragonCon - Atlanta, Georgia
This is the absolute, ultimate, nothing's bigger event for sci-fi, fantasy, games, literature, art, music, film, media and more! This is to media what CES is to tech and E3 is to games. You don't get any bigger than this. You also have to get in the door super early. You may need publisher help to get into this one, but if you go, you're guaranteed to clear 1500-2000 books, plus get some major marketing and media out there in the wild about yourself. If you're lucky, you might even get a place on their celebrity table. (I'm actually on the celebrity table at this year's show! That's how I know. hehe)
Anime Central - Chicago, IL
Huge anime convention, and likely the largest in the region. Good for sci-fi, fantasy, adventure, action, gaming, roll playing, comics, super powers, etc. Over 20-40,000 people show up every year. You had better bring a small van full of books, because you'll easily clear anywhere from 1000-2000 copies of each title, plus get some major press out there about yourself.
Youmacon - Detroit, MI
Big anime con. Similar to Anime Central, but about 1/3rd the size. Same kind of crowd though. If you go, you should easily sell about 750-1000 of each title.
Barnes and Nobles/Borders - Anywhere
This is a good place to do signings of nearly any genre. Just note that you'll need to have your book accepted by Ingram first (they own B&N and Borders) before you can do signings here. See your publisher for help with this. Expect to clear about 40 books while you're there. And even if you don't do many books, you'll get some great press about yourself and more people will hear about you, and the more that do, the more popular you'll become. And B&N and Borders customers talk...a lot.
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Well, that's all I can think of right now. If any of you have others you know of or have been to, feel free to list them.

I'll add more to my list as I get out to more shows. For those who don't like doing signings and shows, this isn't for you. For those who do, this is an awesome list.