Probably somewhere in the middle of my current home state, Pennsylvania. There's a nice, large area of sparsely populated land in the central-northern part of the state, seen
here. I've been up in that area before and trust me, there is NOTHING up there but farms and large expanses of open land, making it the perfect bunker location (in my opinion).
What I'd probably do is buy out a farm and base my fortress on that. I'd build my bunker complex underground. I'd put my egress/ingress point somewhere inside of the farm's house and set up some sort of solar-powered video surveillance system nearby so that I could make sure I'm not walking out or in to some zombies.
Zebo got me thinking about water. I'm thinking that I could get away with a very deep, protected well, something deep enough that it would be shielded from radiation or other contaminants.
For power, I'd ideally base as much as possible on natural energy, like wind and solar. The rest of the power would be supplied through multi-phase commercial diesel generators. I'd have the room for a stockpile of fuel, but I'd also most likely have access to other stores of diesel from the other farms in the area should I run out.
Air would be filtered and pumped in and out through vents located inside of the barn and/or house. The diesel exhaust would also be pumped out via one of these routes, though obviously not the same one that I'm using for HVAC.
In case you couldn't tell, I'm going for stealth here. No need to draw unnecessary attention to myself, from either the undead or other humans.