Something you should be aware of..... if you are participating in any of the larger craft shows, the tax people tend to show up unannounced and can ask to see your business license and tax collection certificate. If you want to do craft shows, make SURE that you at least have a copy of your papers to show them if they turn up.
Thought I should warn you since I was working as an artist/crafter about 5 years ago and I know that they were checking at some of the shows that I participated in.
In terms of how to find shows, there is a book that is published each year that lists the bigger craft shows. It is called "The Yellow (something)".... can't remember the other word but, if you search online for a listing of craft festivals, I am sure it will come up.
Best of luck!