Mall of America in Minneapolis is the biggest, but Lenox Square here is in the top five for certain (I'm not sure if it's number two or not).
When we go home, we usually go down to the Magnificent Mile and shop or walk around or a bit of both. With the Chicago River on one end and the Hancock building on the other, anyone who knows Chicago will find it a respectable target behind the Sears Tower and O'Hare Airport.
Here, Lenox (which I avoid like the plague most weekends, but especially this time of year), and most of that part of Buckhead is clogged with traffic, which makes it a definite target here. Atlanta is spread out not unlike the LA basin; the other concentration of people that would attract the bad guys here is the airport, the world's busiest (at least for this month it is, anyway).
The Peach Bowl will be played at the Georgia Dome next Friday (1/2), so there's another target here.
There are other cities whose holiday celebrations and crowd concentrations are probably more attractive to the bad guys than what we have here.