I had my interview in my naturalized country (option 2) for three reasons..
1.) It was closest timewise ... i.e. Canada
2.) It was cheapest travelling wise i.e. driving for 5 hrs, cross border into Canada, spend 1 nite, get GC stamp, return same day into US
3.) I had to get police clearance from Canada
For u, if u have lived in more than 2 countries outside of US, then it becomes a headache since you need clearance from each country u have spent more than 6 months, at an age older than 16 yrs old
ALSO, if you decide not to go to your country of birth, you have to indicate the city/country of the US Consulate that processes IV's in DSP-122, otherwise your paperwork will be sent to your country of qualification, and that will be a problem when u go for the interview