1) Main article Region (which doesn't exist yet), subpages leading to a specific NaNo region, like:
The bottom of the article would link to Regions in the US, Canada, etc., leading to the respective subpages.
2) Main article Region with link to List of Regions with subpages leading to a specific NaNo region, like:
The main article would contain links leading to regions in the US, Canada, etc.
Pro of 1 and 2: You can navigate back to the previous subpage easily. The parent subpage is linked at the top of the page.
3) Each region has its own page, so the article would be
Georgia:Atlanta or United States:Georgia:Atlanta
This method would create a directory like the ones above but without the linking advantage created by subpages unless a List of regions page or something similar were created. The hierarchy would be similar to (2) but without subpages.
4) Something else entirely.
Here, have a poll for this.