I would build my evil villain fortress underneath all the existing evil villain fortresses that are underneath the white house. Its the perfect plan, because if anybody suspects where my base is, they will have to fight through several different secret evil organizations just to get to me (For those who are wondering, the fortresses beneath the white house belong too, in descending order of closeness to the surface: The Free Masons, the Illuminati, Walt Disney Corporation, the Church of Scientology, the Super Illuminati, and the Underpants Gnomes (Stage 4, GLOBAL DOMINATION)).
But in all seriousness, I would either go underneath a large urban center, particularly a region that would be incredibly difficult to block off from public access, or somewhere mountainous, which, while being defensible, simultaneously offers a large number of escape routes should things go wrong. If technology would allow, I'd go with something outside of this dimension, or at least out of phase with it, as accessing it would be extremely difficult for those without the relevant technologies, yet extremely easy to escape should the need arise. As a note, if I do go the extra-reality route, I would do the following.
1. Never Bring Prisoners back to my main fortress. It would only allow one of them to escape with the technology required to access my realm.
2. I would include several failsafe mechanisms in any tech I have to hand out to underlings to prevent tampering and attempts at reverse engineering.
3. I would maintain bases of operation in realspace. This allows me to keep troops, supplies, and other necessities for evilness in the real world, preventing the need for widespread issue of advanced tech and the need for frequent trips too and from realspace, which may carry some risk, such as detection or the creation of a more stable dimensional bridge.
4. My fortress would be far away from my access point to the alternate dimension if at all possible. That way, even if enemies phase into my dimension, they are still going to have to figure out where my fort is and infiltrate it.