I went to several, including one of the annual (nationwide) gatherings (in Orlando, at the Peabody). There was one heck of a lot of drinking, and a lot of nudity and general insanity going on.
Funny thing was that the FBI was holding a convection there that same weekend (but totally stayed to themselves).
Mensa and FBI at the same place? That is wonderful!
The meeting i went to was in a University town, maybe by having it near Mickey World it might have been more fun?