Wherever they choose next it has to be a 'big' gig, the reason Sydney, Mexico and Slane work so well is because they're so huge and iconic, there really is the sense of an 'event' about them, they feel important. I think that Boston and Chicago feel too small, too enclosed, U2 have always said that their music is too big to be confined and works much better in the open air. Those shows don't feel like big events to me, they seem to be just another stop on the tour.
I think I'd like to see the next DVD live from the new Wembley Stadium, I know every artist chooses there, but it seems to be the one place U2 are determined to avoid filming at. The Popmart shows there were incredible, even Bono said they were the best of the tour, there was so much emotion and anticipation present, the band were blown away. This would make for a great concert film.