CCP is having an EVE Online event in Las Vegas! Billed as a developers Meet and Greet, I gather it is something less than a full fledged FanFest, but better than an appearance at GDC in San Francisco.
The event will be at the Imperial Palace, which I would have to say is not one of the top tier hotels, but it is right there on the strip and is reasonably priced.
In addition to it becoming an EVE nerd fest, there will also be a party with free booze. CCP parties are things of legend, so it will no doubt prove to be a memorable event.
Tickets to the event are $100. The site with all the info is here.
[Addendum: The forum thread about this event is here.]
[2012 Note: You probably want this post and its links.]