The bigger, and more famous, a city, the more it tends to show up in thrillers. The biggest ones - New York, London, Paris, Tokyo - have been set-pieces in any number of thrillers, and I can assume most of my readers have read other novels using them for setting.
When I write a thriller featuring a major city like this, I'm not sure what atmosphere I should be aiming for: Do I want my description of the city to play to the reader's expectations, to give them what they're expecting? Or should I prefer a fresh angle, an unusual take, something substantially different from the typical portrayal?
I feel like familiarity risks cliche and dullness; but a significant twist may leave readers feeling cheated, not getting what they love about the familiar settings to begin with. Narratively, I could go either way here; my choices in detail and atmosphere will obviously affect the segments within the major cities, but the novel as a whole will be fine either way.