As I'm too lazy to read all posts to see if it's been suggested already or not, New York. Who doesn't want to climb 30 story buildings all the time? 
Or maybe LA, or San Fran. Or Miami?
An alternative could be to go North to good ol' Canada, shoot up some ghouls in Toronto, watch some super muties playing baseball in the Rogers Centre
Or maybe LA, or San Fran. Or Miami?
An alternative could be to go North to good ol' Canada, shoot up some ghouls in Toronto, watch some super muties playing baseball in the Rogers Centre