We had one in Denver September 25th. The next closest one is on October 12th in Colorado Springs. Find one nearest to you at: http://www.msdnevents.com/wp7devlaunch/
And even if you don’t have one that is occurring near you, there is one that will be simulcast – register at: https://msevents.microsoft.com/CUI/WebCastEventDetails.aspx?EventID=1032458870&EventCategory=2&culture=en-US&CountryCode=US
Disclaimer: this post enters me to win a free WP7 phone (link).