I'd say the prison that's not too far from me. Definitely the safest thing I could think of, it's fenced and the interior can be locked down and sections can be closed off to quell the horde. It also is sure to have some kind of weaponry on sight not to mention transport vehicles if they are necessary.
Otherwise I'd say a place like Walmart, home depot or the sporting goods store near me as they'd contain equipment I could use. (obviously they all have different stuff)
Schools are decent places to defend as well especially if they are built high instead of across, but otherwise provide no tactical advantage.
My overall strategy would involve grabbing improvised weaponry from my house and leaving to collect supplies as quickly as possible. I would also round up a decent group of 3-4 other people, any more is too much. Everybody I know has actually said that the first thing they'd do is call me.
After we were prepared we would go to where we plan to hold out which would be decided depending on ease to get there and ease to hold out. Preferably we'd try to head out of the city and get to a more rural area.
The best place would be somewhere that could only be accessed by ladder that can be raised or lowered that has it's own power source and plenty of food and other supplies. If I ever somehow end up really rich, I'd build such a place just because.
Obviously that's a highly unlikely situation though and thus we'd have to settle.
I think a better question is not where you'd hold out to survive but maybe how you'd escape altogether. Obviously that depends on tons of different variable that can't be accounted for so i figure I'd wing that part of it. The best thing you can have is a good ability to adapt.
