There's a biggie (ZestFest) in near Dallas, Texas in January and another biggie in Abuqwerkie in March (Fiery Food and bbq Festival [or something like that]).
Houston Hot Sauce festival in September, probably a lot more smaller ones.
We're gonna get started planning another Pacific NW chilehead party soon. We had 15 peopel at the first one, and already have a few more looking to come to the next one. It's just a backyard picnic-type thing with lots of chile peppers and some hot food, and some not-so-hot food.
Put a call out or search for Arizona THP members here on THP, see who you can find. Hey there's already 2 chileheads in the Phoenix area, bring some friends and THere-You-Go!