Don't forget that at the end of this month and beginning of May is Little Wars, the Midwest HMGS event of the year. It runs from April 29 – May 1 at the Westin Hotel in Yorktown Center, Lombard, IL. This is one of the top, if not THE top, event for wargaming in the Midwest every year. More information can be had on their Facebook event page here and the HMGS website here.
Toward the end of May over the Memorial Day weekend, May 27th thru 30th, that's Friday thru Monday, you can visit the Nexus Game Fair at the Hyatt Regency in Milwaukee. Every kind of gaming will see great representation at this convention so check them out. Details can be found here.