How do I get a comic book convention going in my home city and what affiliate do I need?

Why not check past Comicons, etc., and see who their sponsors have been? Then contact those companies. Also, contact local companies that might have interest, e. g. places that sell comics, possibly costume shops or toy shops would like to do some sponsorship.

Keep in mind -- to put on an event like this is a LOT of work and rather expensive. Even if it's just booths and people sleeping on one another's couches (e. g. no accommodations), you still need a place, and people still need a means for setting up their wares. People don't come to conventions just to chat -- some of them come to buy, sell and swap, and you need to be able to allow for all of that.