Well, the problem with doing something like this is that you want to keep it isolated, but there are a lot of inherant problems with building a habitate in a totally hostile enviroment. Rapture itself started to fall apart VERY quickly without constant maitnence.
Space seems like a good option from the list, as pretty much all the other areas could be reached fairly easily if someone really wanted to. But that isn't my idea so I didn't vote.
If I had all of these uber-scientists and am going Science Fiction I'd probably want to build it in a parallel/pocket dimension.
Either that or build it anywhere, and vaguely stealing an idea from L.Ron Hubbard, use temporal engineering to put it permanantly "five minutes into the future" so it could be anywhere but constantly doesn't exist as part of the regular flow of time, and you couldn't get there without temporal manipulation.
Another example of what I mean is sort of like "The Langolears" By Steven King. Except in reverse. Rather than people being temporally displaced, everything else is so direct interface isn't possible.
>>>---Therumancer--->