Depends on the type of GD you do...
And what you want the association to do for you
The list below is by no means an endorsement for the groups specified.
Do your research to see what you get for your dues.
AIGA and GAG are the standards
If you do signage/large format/tradeshow you may want to look at ISA, SGIA, DPIA or similar.
If you do environmental design you might check out SEGD
For illustrators something like the Society of Illustrators maybe.