@wandeljw,
Not Chicago (I live there.)
If I lived in Madison or Milwaukee I would want Chicago to get it -- far enough away to not feel crushed, close enough to enjoy the excitement. I lived in Burlington, VT when the Olympics were held in Montreal. It was just about the right distance to be.
I guess I'd say Madrid - not sure why other than I've always wanted to go there. Not that I'd visit during the Games but...