I wouldn't miss the Indy show if you're anywhere nearby. If you have any interest in the trucks or construction, there's lots of guys there that can help steer you in the right direction and keep you away from making the mistakes we all did getting started. Heavy_Duty on the board usually has a get together as well in St. Louis every year. Definitely worth attending as well. I don't consider the Cabin Fever or Brookville show as "Midwest" but they're surely worth considering as well.
On the other hand consider staying home. Then you won't know what you're missing and your bank account won't shrivel up into the black hole of this hobby.