A few thoughts from my perspective (I live in the same neighborhood as KD in OKC... sorry in advance for any "cool story bro" moments in this post):
1) KD is not going to Boston or any other big market team. Any media speculation otherwise is just an attempt by a reporter to draw attention to himself.
2) From a basketball-only perspective, before the Spurs series I bought into the theory that KD would sign a 1-year deal to align his free agency with Russ's, then the two of them would re-evaluate after next season. Regardless of how the next 1-2 games play out against the Spurs, I'm shifting to the opinion that KD will sign a long term deal to stay in OKC. I think he's seeing enough improvement from Waiters/Kanter/Adams + competence from Donovan to feel comfortable that OKC will contend for championships through the remainder of his prime years.
3) Off the court, I get the impression that KD really likes OKC and the low-key vibe. I see him at local restaurants occasionally and he's never hounded by fans. People generally leave him alone and let him do his thing. He's basically a part of the community. The Thunder have also done a great job at limiting his press obligations. Neither of those things would be possible in a big market and would be difficult to achieve in just about any other NBA city.
4) I understand some of the comments on this thread about his somewhat aloof personality and "lovable loser", but KD is an all around good dude. He may not have the Kobe/MJ fire or desire for greatness, but he would be a credit to any organization he chose to play for. He stays out of trouble off the court and does great things for the community. There's an underprivileged elementary school that I occasionally volunteer at via Junior Achievement. When KD found out that a volunteer was cooking breakfast, lunch and dinner for all the kids from her house everyday, he build at $30k kitchen expansion onto the school and paid for a chef to cook their meals. Not saying that other NBA players wouldn't do the same, but just that story is just a testament to his involvement in the community here and why the community respects him back so much.
5) IF he was to look elsewhere, I think San Antonio, Golden State and Washington would be the options (the ONLY reason I mention Washington is because he's from there). No chance he goes to Houston and I'm not even sure why they'd warrant KD's time at this point. Just a dysfunctional mess.
6) Putting myself in KD's shoes, if I decided my time in OKC was up, no doubt in my mind I'd go to San Antonio over Golden State. GS is basically becoming showtime Lakers part 2. National media hype is unbelievable and KD would hate the obligations that come with that. Plus, GS is Steph's team. San Antonio just has an amazing organization. Popp is the greatest coach of all time IMO. Their star players are humble and not too flashy. I think KD would fit in really well and help the Spurs win numerous championships over the next 5 years.
TLDR: I think KD likes OKC, likes the team being built around him and ultimately stays in OKC for the long term. But if he decides he wants a change of scenery for whatever reason, I definitely think San Antonio is his best option given everything I know about him on/off the court.