While I am convinced that the so-called "Aztec Incident" was a con job, that doesn't mean that the people of Aztec, New Mexico, don't put on a good UFO conference.
Their 2006 event is slated for March. You can find all the details here.
The money raised by the conference goes to help build / fund the town library, which, as far as UFO conferences go, is about as worthy an end goal as you can find. Aztec is a lovely little town, nestled in the often overlooked Four Corners area of northwestern New Mexico, and the people are about as friendly as you'll find anywhere.
If you're in the neighbourhood, and want to attend a UFO event, it's worth the trip.