Is there a recipe for converting fields to select2?
In general, a field can be made into select2 simply by adding the css class "crm-select2" to it.

Here is a PR to add it to the existing location field you mentioned. Please try it out and leave a comment on the PR to say you've tested it and how it works for you - that will speed along the review process and we'll be able to get that merged into the next release of CiviCRM.

Search builder is kinda it's own thing. Changing it to use select2 is certainly possible but would take some doing, you'd need to alter the javascript code somewhat.