Arizona has a great Ren Fest in February through March. Lots of great shows and the food / drink options are pretty darn good to. I have been to about 4 different festivals Tenn., KY., KS. and AZ. and the best is the AZ festival.
Don Juan and Miguel, The Tortuga Twins, Dead Bob, Zilch the Tory Steller and Hey Nunny Nunny are some of the regulars there for shows. It's a great day but you really need to spend 2 there as there are just too many wonderful and funny shows.