From: Chicago, Illinois
I personally think Leningrad is the most desirable target for several reasons.
First, once you take it, you free the Finns, which are invaluable in the first Winter. You can also straighten the line such that taking Leningrad will shorten, not lengthen, your overall defense line. Freeing up the Finns alone basically will free-up an entire German army.
The problem is taking it. At the moment, swamps are mini-fortresses. The Volkov River line, which you need to cross to really isolate Leningrad, is impregnible between the major rivers and swamps, if the Russians fortify it.
So the risk in Leningrad is going all-in and getting stuck anyway due to the terrain. And tanks don't really do much good.
I suspect that after the next patch blunts the swamp effect, you'll see more players go Leningrad first.