But yeah, conventions are fun. Well... big ones are at least, I've never been to anything less than like 40,000 people. But I'd go to a small one too.
Conventions can have awesome panels, guests, and sometimes good deals and hard to find stuff. Like doujinshi (and not just h stuff either. Actually I don't have the guts to buy h doujinshi in person but I've bought some non h ones).
Plus you don't have to give a shit about hiding your power level. It's not like anybody who doesn't like anime is going to see you there.