Ooh ooh pick me. I have been to most every CZW live show since July 2004, so I can help. Actually that first day I was there, CZW held two shows, and both might be a good starting point. They were the High Stakes afternoon and night shows, and both are great in my opinion. And some of the IWS wrestlers steal the show (El Generico, Kevin Steen, etc). Plus, this was where I fell in hetero mark-love for Chris Hero.
Cage of Death that year in December 04 (that would be COD 6 since COD 8 is at the end of this year) was very enjoyable as well, and since COD is always their biggest show of the year, some storylines culminate there.
In 2005, they had quite a banner year in terms of turning from their more hardcore roots (which you, and I incidentally, seem to want more than Deathmatches) to having a bit of everything. Plus Ruckus of BlkOut was the champ, so you had good matches on top with way more heat than the Messiah, formerly of XPW, run with the big belt.
And speaking of that Ruckus run, it started in what was probably the overall best card of 2005, February's "Only The Strong" event. CZW's annual tournament, Best of the Best V, was really good that year. It was held in May 2005. August's show was pretty good as well that year, and finally the Night of Infamy 4 event in November is amazing with a super heated crowd for the Ruckus vs. Claudio Castagnoli title match, and if you like Necro Butcher, he wrestles twice on that card.
Sadly, 2K6 hasn't been that great compared to the previous two years, with some non-sensical booking and even the ROH feud didn't really produce anything really great on the CZW end. The best is probably March 2006's When Worlds Collide as the ROH feud does produce a good main event with BlkOut and Necro Butcher vs. ROH's Strong, Aries and Sydal.
That's all I can think of, but you really can't go wrong with most of 2005 (just skip January as that show stunk), as did January 2006.
I've read security is ready in force at arenas in case anything untoward happens. There was the story of Wrestlemania VII being moved because of threats of a sniper getting to Sgt Slaughter during the height of his Iraqi sympathiser angle.