I have been to many conferences over the years. Lately I have been attending mostly Microsoft related events like TechEd and PDC. However, these conferences don't have a strong focus on software engineering and methods. The best conference that I know of for software engineering and methods related talks is JAOO. I was very happy to attend last year and speak about Test-Driven Development. This year the conference will be held September 25-30, 2005. If you have never been to the conference and these topics are of interest to you, I strongly suggest attending. Unfortunatly, I will not be able to attend this year due to some commitments at Microsoft. If I were to attend I think the following tutorials look very interesting:

Not only are the tutorials interesting I would also suggest some of the talks in the Sixth Generation Languages track.