Specifically, the D1 Final Four was played at the Georgia Dome and the D3 Final was played at the Atlanta Hawks home, Philips Arena, according to the game report on this site. Their capacity is 21,000. On the Playoff History page, the attendance is listed at 3,541, but in the Championship game summary, it says 6,284.
I suppose as a player, it's pretty cool to play in a huge arena. But the atmosphere lacks. I always thought it was interesting that our high school football finals are played at the Wisconsin Badgers' 80,000 seat Camp Randall.