I believe that the Antichrist will come out of Iberia (Spain or Portugal).  In the book of Daniel we are told that he comes out of the Roman Empire, isn't given the title of King but takes it peacefully by Political Intrigue.  We also read that he worships a God that his fathers didn't know.
 
We know that the Muslims are looking for thier Mahdi (who is to be a descendant of Mohammed) and that the Jewish Messiah must be a descendant of King David.  Although the Jews may take anyone who will rebuild the temple.
 
My take is that Iberia was once under Muslim rule (until Charlemagne pushed the Moors out).  It is also one of the biggest areas of jewish forced conversions (Spanish Inquisition).  Although the Antichrist can come from anywhere, the fact that he doesn't worship the God(s) of his fathers suggests that he isn't from an islamic country.  Iberia is also a largely catholic dominated area and I believe that the Pope is the so called false prophet (which concurs with the Jesus coming with the Mahdi prophecy of Islam).  Iberia was also part of the Roman Empire.  So I believe that out of the old Roman Empire, a man will come who claims to have ties to all three majore religions yet doesn't practice any of them.
 
I want to point out that I do not believe he is some shadowy figure, manipulating heads of state until it is time for him to come out into the open.  I believe he will already be a major player on the world stage when the Rapture does happen, otherwise no one will listen to him.  He just wouldn't have revealed himself as the Antichrist.   Which we will know happens when he allows the Jews to rebuild the temple and sets up a seven year peace covenant between them and the muslims.  Until then, any speculation is simply that - speculation.