Complete information isn't available, but at least some of the locations for Halo 2 have been revealed one way or another.

The real time demo that was shown at E3 shows what appears to be part of a playable level that appears on Earth. Although release is still quite a ways away, it's a fair guess that the New Mombassa setting will probably make it into the game in some form.

In the 6 minute segment of the Film Oasis production Inside the Xbox, Halo 2 Lead Designer Jaime "Flawless Cowboy" Griesemer also mentions other areas, such as the ruins of previous Halos, and a large space station that can be used by the player as a weapon.

In a short on the making of the realtime demo, Joseph Staten mentions another setting, which is a Forerunner facility in the atmosphere of a gas giant. It is not known if the gas giant in question is Basis or not.