I definitely recommend ALA! It's held in LA every January. It's a medium-sized convention, but I think it's super fun, especially with a group of friends.
You have the chance to do everything and stuff, without it being too overwhelming.
The Dealer's Hall and Artist Alley isn't really big...but a lot of the panels are fun/entertaining and the ribbons are to die for.
Bakersfield now has an anime convention called Bak-anime. They're having their first two-day event in November.
It'll definitely be waaay smaller than Expo, but the more people that go, the bigger it'll end up becoming.
And Fanime is definitely one to go to, at least once. It's kind of a drive though (at least for me, it's held in San Jose). It's held in May.
Although there were some issues, I had a good experience. The Artist Alley was crazy huge, and I enjoyed the Dojo they have,
which is where they give weapons/martial arts workshops.