There are a few places you could put it, and I'm guessing you're going for secrecy more so than pumping out good equipment. Face it, scientists are going to blabber eventually, and you can't keep them in one spot indefinitely.
1. The middle of fucking nowhere. Wyoming, Montana, or North Dakota are good candidates, as is Alaska.
2. Hide in plain sight and piecemeal the project out to different places, coordinate production using a small team in a central location.
3. A different country where people don't care or understand what you're doing. Ukraine or Kazakhstan come to mind. If you pay off the right people you'll never be disturbed.
4. Noveria. [http://masseffect.wikia.com/wiki/Noveria]