I'm breaking an unannounced rule for this post. Normally I only write about things I've done personally and can vouch for; however this event happens only once a year, and I'm about to go to it. To maximize the chance people can experience it this year, I'll post this now, and update once I'm back.
The Ball is the union of the brilliant if disturbed Edward Gorey, beloved of goths and Harajuku, with the sexy/alt/cosplay scene of San Francisco (Los Angeles, you have one too!). It occurs once a year, in three parts: A Faire, a Bazaar, and a Ball. The Bazaar, which is free, is where the crafty folk come to peddle their finest steam-punk wares. The Faire and Ball both cost money and both contain acts both wonderous and bizarre, the latter also features ballroom dancing.
Where: Several locales in downtown SF
When: Annually, in January
How Much: Bazaar — Free, Faire — $28+, Ball — $38+