Look for a conference that intrigues you. Look at the subject matter. Is there a theme? Are there costumes involved? Workshops? Peruse the website (if there is one) and look at workshop offerings. You're looking for workshops that intrigue you and light your interest. The conference that's best for you will speak to your particular (or peculiar) interests. You'll find workshops, activities and social opportunities that excite and possibly terrify you on a small scale. This is good. You're challenging your paradigm. When you find a conference or convention that speaks to you, if there are costumes involved, take your cue from people who've been to the conference before or go in civilian clothes once just to observe and get the lay of the land. There's a world of difference between RT costumes and the costume at right. That's Baba Yaga (who was the ONLY troll in attendance at this con) at Steamcon where the theme was Victorian Heroes and Victorian Monsters.
Once you've looked around a conference you'll know a couple of things: Whether or not these people are your kind of crazy, and if they are, just how you want to costume up to fit into your chosen corner of weird.
This particular Steamcon was the same year the Avengers came out. We had a complete set of the heroes at the con, but none of us thought to get a photo together. That's me in the stupidly high heels, dressed as Black Widow. No combat moves were made. Not in those 4" heels. The pallid young lady beside me was a vampire. Her father suggests it's not a costume.

Last but not least, the pro tip is: The more friends you can corral into your madness, the more fun you (and they) will have. (Yeah, I'm behind the camera on this one.) So go forth, find your poison, and indulge.