I just noticed you're from Philly. In a month, just a ways down 95 from you in Wilmington DE will be one of the east coast's best figure shows, with a good smattering of dioramas as well. As one who's testing the waters of the figure world, you'd do yourself a great favor by visiting the Miniature Figure Collectors of America show at the Chase Center. Here's a
link to a discusssion of the show and links to the club's site. and here's a
another to the pictures I took at last year's show.