Steve for CA I think you are right with the ZNA show. But followed closely by San Diego? I wouldn't say that anymore. A lot of the top hobbyest don't show at it anymore. I would rather spend the day at the Koi Kichi show if I was going to see great koi.
I have heard a lot about other shows. I would love to be able to go to some of them. I have heard the OKC is one hell of a show along with others.
As for the best koi in the US, I don't know if I would say CA has the best. We have a lot of top hobbyest with some outstanding koi. The nice thing about CA and FL we get to enjoy our ponds all year around. If I could only see one pond in the US, I would visit Dan and Gene's pond. From what I have seen from pictures they have one of the best collection of koi right now. Years ago I would have said Tom Lansing, both of these ponds are not in CA.