You would need:
1. Good infrastructure
2. Good airport
3. Good seaport
4. Goad roads
5. Preferably low population density to alleviate traffic jams.
6. Preferably located among a lot of the world's population, to reduce travel times to the capital.
#5 takes out New York City. Otherwise, it would be a good choice.
How about somewhere in the Mediterranean? Like Turkey or Italy?
Also, I would say the huge megacities are NOT the ideal place for a capital. It would just increase traffic jams. Small cities that fit my points above are better.