Get together with some other large organizations that also have just one or two events a year and who also need a big indoor venue.  Pool your financial resources (and/or do a capital campaign) and get a joint loan for construction of a multi-purpose building with infrastructure.  When you have your events, you will save on the cost of renting someplace else out.  During the period when none of your partner organizations are using the space, rent it out for a reasonable rate to non-profits or other smaller groups.  Or even use it as a performing arts center or for purposes limited only by your imagination.