Well---there's a great convention/training thing for fight choreographers in Las Vegas every year--- but I think there are a few decent schools out in LA for Stunt Work. I'll talk to a few of my people working at Universal, they do a lot of stunt shows---
You are talking about the Society of American Fight Directors National Workshop Training Conference. They also have several regional conferences each year (New York, Denver, Ruston, Chicago, etc). Their website is www.safd.org and I highly recommend their training. If you can't go, try to find a local Fight Director or Certified Trainer. The methods they SAFD uses I feel are the most safe and look great upon execution.
As for Stunt Schools, I know there is a pretty good one in Denmark (I forget the director's name, it's at home) but I feel Boushey's International Stunt school (www.stuntschool.com) is the best. he is a Fight Master for the SAFD and if he isn't now, he has been the President of the United Stuntman's Association for some time. They cover 15 techniques: precision driving, weapontry, unarmed combat, horse work, harness work, fire burns, air ram, ratchet, stair falls, mini tramp, wire work, martial arts, special effect, high falls, and rappeling. That's amazing.
Now if you want the best special effects/fireworks training, I think it would be best to work for the rat (Disney) in Orlando. They have quite a few trade secrets and it is tough to get a job there.