Well, I vote Chicago. I know White Sox fans, for the most part, are pretty knowledgable. They have some great stuff over at http://www.soxtalk.com if you take some time to read it. The Chicago Bears have had some pretty good s*** goin on over there, and I bet the fans are able to take the game of football into perspective pretty well (through the eyes of Mike Ditka and Lovie Smith). The Bulls had a pretty good thing goin for them. And the Blackhawks are a pretty solid hockey team, at times. I think Chicago is actually underrated, and if you look at the work thats been done over there, you can probably appreciate it a lot. Now, I don't know if the fans are smart enough to actually take all of this into their brains ("this" refers to the strategies displayed in front of their faces), but if they are, they could be some pretty smart people. Obviously, me voting in this assumes they do.
Then again, Boston is right up there too, but there are so many Boston bandwagon fans that a lot of them drown out the knowledgable ones. If I'm going on displayed knowledge from true informative fans, I'm going with Chicago. Even though Boston has a large share of knowledgable fans. Also for the sake of bias, I'm going with Chicago.
This is in no way meant to start an argument over who's smarter, just an alternative vision that hopes to open up some minds.