I am of the opinion that they shouldn't retire in big tournaments. It's about "Bringing all back home", in the end.
I picked ATP Cup for Nole, because the Serbian Open is not, quite, big enough (televised etc). Also because he will have a lot of team mates there, and huge Serb support, in a country that has been good to him. One last onslaught from the Balkans, per se.