Festivals in Shirdi attract thousands of visitors from all around the world. However, the one that I will recommend is Sai baba’s punyatithi. The Festival is celebrated with lots of prayers and rituals. To find more details on Shirdi Sai Baba’s Punyatithi visit:
http://blog.shirdihotelsaisahavas.com/2012/07/shirdi-sai-babas-punyatithi_24.html