No building will ever be more synonymous with WWE than the hallowed halls of Madison Square Garden. No secondary pay-per-view has ever taken place in the building - just the classic four. Though it hasn't been used for a pay-per-view since 2011 (having been replaced by the cheaper Barclays Center in Brooklyn), it still rates in many minds as the mecca.
By the time the 2000 Royal Rumble rolled around, the Rumble was the only member of the Big Four pay-per-views that never taken place in the building. To that point, three SummerSlams and two WrestleManias had emanated from the Garden, as did the 1996 Survivor Series.
The Rumble would later get an encore at the Garden, the 2008 edition. As of today, the Royal Rumble sits at two MSG events, while WrestleMania, SummerSlam, and Survivor Series all boast three.