Fourth. I spent 20 years there before moving here. I keep thinking about the USS Cole. Two attempts on the WTC, two attempts on the USS Cole. The USS Cole is in Pascagoula, Mississippi, about 20 miles from me. See how our minds work, lol.
One set of possibilities could include the Olympic citiies in America: Los Angeles, Atlanta, ...Salt Lake City.
Some other well-known cities in the Arab/Muslim world are tied to petrochemical biz -- Houston and Dallas.
There is also fairly wide knowledge of Chicago, Seattle, and San Francisco.
If something went wrong, they could detonate such a weapon anywhere simply to accomplish something rather than being apprehended.