I suspect that they will attempt to use some conventional device for some unconventional purpose. An ammonium nitrate style bomb like that used at OKC is much too easy to track and detect nowadays. Likewise, it is very unlikely that Al Qaeda would be able to smuggle in nerve gas shells.

I think that our seaports are probably most vulnerable. What I worry about most are small nuclear devices that could be stowed away on a large ship. Another huge vulnerability are gas pipelines or railroad tank cars routed through urban areas. If you have ever witnessed a propane bleve, you'd know why.