East CoastThe Brooklyn Comics and Graphics Festival (in New York, NY, usually in the winter) A small show, notable for being free to the public, that focuses on small-press publishers and artists.
MoCCA Festival (in New York, NY, usually in the spring) Another small show that focuses on the work of independent publishers and artists, and my personal favorite show to attend.
New York Comic Con (in New York, NY, usually in the spring) This show is slowly but surely becoming the San Diego Comic Con of the East Coast. The focus here is on the big publishers (Marvel, DC, Image, Dark Horse), although many smaller publishers are also there.
SPX (in Bethesda, MD, usually in the fall) The Small Press Expo, like MoCCA Fest, is a more intimate show attended strictly by small-press publishers and artists. You won't find anyone from Marvel or DC at this show.
West CoastAPE (in San Francisco, CA, usually in the fall) The Alternative Press Expo is a small show focusing on small-press publishers and artists.
Comic Con International (in San Diego, CA, usually in the summer) The biggest comic book show of the year, this event spans a full week and, at this point, practically has more Hollywood movie studios than comic book publishers in attendance.
Stumptown Comics Fest (in Portland, OR, usually in the spring) Another show focusing on small-press publishers and artists.
WonderCon (in San Francisco, CA, usually in the spring) A midsized show, basically the younger brother of Comic Con International.
MidwestChicago Comic Con (In Chicago, IL, usually in the summer) A midsized show, primarily focused on the bigger superhero publishers, run by Wizard World.
Festival of Cartoon Art (at the Ohio State University) Features two days of lectures, panel discussions, exhibitions, receptions and other special events.
Mid-Ohio Comic Con (In Columbus, OH, usually in the fall) A midsized show run by Wizard World.