I really like going to conventions, I've been to all sorts. I started out going to anime conventions when I was younger but over the years I've realized that rampant consumerism isn't something to be celebrated. Furry and SciFi conventions are fun because you get to harass all the nerds and get invited to crazy hotel room parties.
Burning Man / Burning Man regionals are the best kind of festival though. I get the same feeling of awe and excitement that I usually experience at conventions, except I'm surrounded by the Earth instead of some boring building. Also you can run around naked.