I do believe the meme that "all free agents want to play for the Yankees" is indeed dated. Thanks to the CBA, other teams are able to compete for top talent on the free agent market, and often land them. Still, NY is still an attractive destination for high profile FA's, and the Yankees will always get their share. As will the Dodgers and Angels. The other west coast teams probably make up the next tier (Oakland excepted), followed by cities like Boston, Philly, St Louis, and then whoever is writing the checks.
For NBA free agents, it's clearly LA that tops the charts, although Golden State deserves credit for keeping their team together. Miami is probably a close 2nd. NY is up there, but definitely not #1, and title contention is a bigger issue among NBA free agents.
NFL and NHL: it's whomever is paying, period. Realities of the hard cap apply to both leagues.
EDIT: None of the above matters; when I look at Aaron Judge, I see long time New York Yankees player. He just fits the mold to a tee.