One of the possibilities that horseracers find exciting is the potential for a tight two-way or three-way race coming out of Super Tuesday. Some people are just in it for the West Wing theatrics of a brokered convention, while others enjoy the poetic justice of all the early states being rendered meaningless and the surviving candidates fiercely battling for Montana's 15 and South Dakota's 14 pledges delegates on June 3rd.
What people usually miss in this discussion, though, is that most caucus/convention states don't officially select their delegates until their state conventions – the “results” from their precinct or county-level caucuses are really just estimates of what would happen were the convention held that day (and not even good estimates at that). Delegates to the county convention can pick a different candidate to support than they did in their precinct, and state and district delegates have the opportunity to change their minds as well.
This means that, though Wikipedia would have you believe that the last delegate is pledged on June 3rd, in fact the last 18 delegates are selected on June 28th by the Idaho Democratic State Convention. And directly preceding that? Iowa.
Nebraska and Iowa (and no one else) hold their conventions on June 14th, electing 24 and 10 pledged delegates respectively (Most of Iowa's delegates are actually elected at the congressional district conventions). The biggest post-primary prize is Minnesota, which I understand to elect all 72 of their pledged delegates at their June 7th convention. Still, I find it pretty awesome that Iowa will be a critical state no matter how things shake out.
(Information on convention dates was collected here.)