of the city would make it most logical of the bunch just to have a base from which to pull 30,000 fans 81 times a year, but I wonder if the popularity is high enough to make it work?

As Zooropa mentioned, security would be a concern anywhere in Mexico (but let's face it, the same could be said for any of the other listed locations), but Mexico City is, by all reports, the most secure area of the country.