Wait, wait, wait. You're telling me NY fans don't get as excited as the ones in Chicago? Come on. MSG is U2's fav place to play outside of Ireland. On the DVD from Boston last year, in the extras, the band says that one of the MSG shows from Elevation (can't remember which) was not only the best show of the tour, but the best show in the HISTORY OF U2. Come on.
One thing that I've noticed about certain venues though is the volume of the audience. For example, the Fleet Center in Beantown is an institutional joint and the acoustics don't carry crowd noise too well. I've probably seen a dozen or more shows there. On the opposite side of the spectrum, the Bell Centre in Montreal is far and away the loudest - be it a Canadiens game (UGH) or a concert. I saw U2 there and PJ there, and in both of them, the shows were spectacular because of the crowd. You had to literally holler to the person next to you.
Oh, and in Montreal, as opposed to the states, has fewer rules. My buddy went up to the beer vendor and said "Hey, how many beers can I buy at once?" He replied "Well....how much money do you have?" Beauty.