AvP states that many ancient civilizations (Inca's, Aztecs, Egyptians, basically anywhere with pyramids.) were influenced by the Preds. Right away, that puts them all over the world. That would be Mexico, Antarctica, Africa, South America, and Asia.
Areas they have PROBABLY visited would be:
Middle East (Heat and conflict)
Europe (given it's close proximity to Africa and the Middle East)
Australia (Heat and wildlife)
I think a better question would be "where HAVEN'T they been?" Preds have been visiting Earth for thousands upon thousands of years, influencing cultures all over the world. The USA isn't the only place with heat and conflict.