I'm likely going to start up a Dresden Files game set in Providence, RI (where I've lived for a while). The city *begs* for it, especially considering the Lovecraft connections. Being the small city in the smallest state, I'll probably expand it outwards, including Southeast New England and Boston in the works.
I'm also interested in doing something more exotic, like Calcutta (where my family is from), or Mexico City. Both would require more work, as neither would really have "kosher" Dresden phenomenon. Calcutta has a huge amount of supernatural lore, and considering the lifespan of wizards, you could even have some kind of White Council as neo-Imperialists who still remember the British Raj versus "upstart" local factions. Mexico City of course would introduce the so called "Obsidian Court Vampires" - a fun fusion of mesoamerican deities and vampiric fun.