Other than the places we already know are showing up in-story, what cities/locales would you like to see levels take place in?
Personally, now I know it's unlikely, but personally, I would love having the final level take place in Rome. I mean, come on: Conspiracy Theory central, gigantic city with all manner of topography for firefights, and it could make sense.
An outer space level, like one on a ship or something as the final level would be cool. And if they do it, I hope the backdrop looks cool too, not just a bunch of lights as stars but objects that require specific lighting (like nebulas) to really show off what the engine can do. Give us something pretty to look at.