So I have gathered that you're probably in the Twin Cities area. Well, can't help you there. However, if you ever find yourself up in the area around Duluth, check out Dragon Port Games (formerly Robin Goodfellows). Dragon Port Games
I've been out of the scene for a while, admittedly, but when I left for the academy there was a very strong WH40k following, very strong WH Fantasy following, tragically declining Warmachine, and then you can always find a guy or two who plays around with BFG, Bloodbowl, Necromunda, etc. We have a group set up, LAKE SWATT (Lake Superior Wargaming And Tabletop Tactics) it's on Yahoo. There's usually at least 2 tournaments a year for the big 2, sometimes more. Check it out!
Days were Friday night for Fantasy, Saturday for 40k, but it's open gaming all week long.