Well here is my 2 cents. I started in the industry 5 years ago. I knew NOTHING. I still know nothing. Anyway, I went to Transworld and it blew my mind. I didn't even know what to do or buy or ask. It is a blast and I go every year. But if you want my honest advice you might be better off going to one of the smaller ones to stÓrt with. I think it keeps you a little more grounded. You can ( and I did and do ) spend a ton of money there.
If you are just starting out, go to one where you can tour lots of haunts. See what others are doing. Unless you have a huge budget, learn to build the stuff on your own. I buy a lot of stuff that I just really like, but I also really enjoy learning to build and building my own stuff. Networking with others will get you those resources.
Don't get me wrong, Transworld is Awesome!! But it is overwhelming for someone who is new to the industry. I have never been to Hauntcon but I might try and make it this year. I will be at Transworld and MHC.