Some of the conventions and cosplay events are listed in other threads, such as Comiket (in Tokyo) and Comicon (in Kyoto and Osaka). There's also the World Cosplay Summit (in Nagoya) and the Tokyo International Anime Fair. (Note that the Tokyo International Anime Fair doesn't allow cosplay).
As for conventions and cosplay events specific to Okinawa and southern Japan, I'm afraid I can't help you out... The best thing to do might be to find an anime store in your area (once you move) and inquire.