Having grown up in Los Angeles and lived in the Seattle and Washington, DC, I can tell you that each city has its own specific culture. For example, an interior decorator who is very successful in L.A. will probably have trouble in New York because of L.A. dress style. DC has a terrible me-first culture, which manifests itself in bad drivers.
Particularly with Thriller, a real place is simply going to work better for the story. The genre is made up of real places, which is part of the "thrill"--that something can happen in a place the reader might have actually been. I just got through reading one that used Harlem as part of the setting to make one of the characters seem more mysterious (as to why he was living there).
All that being said, there's lots of information on big cities. Visit the newspaper Web sites for a particular city, such as the Los Angeles Times. Reading the newspaper will give you a good feel for the city's culture. The book's going to take a while to write, so you may have an opportunity at a later date where you might be able to visit.