Pre-Emperor, obviously, otherwise I'm sure it's Rome for everyone.

I like Southern Italy. Tarentum would be my favorite, but its lord refuses to trade it away, so I make do with Neapolis and the villages around it. Nice and close to Rome for periodic parties and visiting Nero and Poppaea, your own villa right there for parties, plus it feels satisfyingly ahistorical to base your own legion next door to Rome. Logistically, it's easy to sail either west or east to visit most of the empire. And the architecture feels properly Roman, too.