I think he ought to give it in a stadium somewhere and have 25k people in attendance!
I commented a few days ago on this. Its not a rally, and while POTUS looks good at rallies, there is a decorum he should uphold for SOTU. He also needs to have a venue where congress (R’s) can show up and show support so it needs to stay in DC. In DC its January so it needs to be inside. The closer he is to the HOR and the bigger and more supportive the crowd, the worse it makes the HOR look.