You mean guest locations? I suppose NY revisiting Chicago could be interesting, since that's where Mac is from and we've seen the place once already. (Of course, whenever these shows go elsewhere or deal with teams in other cities, they always run the risk of making it look like the other city could never solve the crime without the help of the Totally Awesome Mac/Horatio/whoever.) NY working with the New Orleans team could be interesting, giving us a chance to see the NY CSIs working with Stella but not with her - but I'm not sure I'd actually want to see the episode take place (fanfiction could always be fun, though).
I did like when NY had to work with the New Jersey CSIs on a case that crossed jurisdictions - you would think we'd see more of that kind of thing given how many people commute into NYC and just the sheer amount of people coming in and out of the city on a regular basis. (I also liked Quinn and her interaction with Mac, though.)
Overall, I think a few visits to other cities are fun, as long as they don't make the other city's people look inept by comparison.