An oil rig. No, seriously. They're completely isolated, already have beds, food, and they're almost completely self-sufficient, since the fuel they drill also powers the rigs themselves.
If I was with a group, then an older prison. Back before modern technology, prisons used extremely high, durable walls. Furthermore, each cell block is fortified all on its own, and there's plenty of food for the inmates. The only reason I wouldn't pick a prison right off the bat is on the off-chance any of the inmates are zombies...or worse, still alive.
Finally, if I could go anywhere in the world, the tundra. No one lives out there; no humans, no zombies.