On 20 June 2003 following the UEFA Cup draw, which had seen Manchester City drawn against Welsh Club TNS, discussions were being taken as to where the Welsh leg of the game could be played. Initially reports like this one suggested Wrexham but ultimately the game was moved to Cardiff. With the City leg played at the new City of Manchester Stadium (now Etihad) this meant both legs were played in the two newest major stadia in the UK.
This cutting has some interesting quotes on the European status of the two clubs at the time.
Gary James' Football Archive 