The best place would be "near where you are".
The reason being: you'd want to take several sessions over a period of time (a season, or once a week for 6 or 8 or 10 weeks), therefore having "easy access" to a hill would be my first criteria.
Second consideration: what level are you at now, and therefore, which determines what level of instruction you need.
E.g. most hills/resorts offer begginer skier training, and do a reasonable job at it. When it comes to expert level skiing, one would be more scrupulous in selecting coaches.
Most ski resorts also offer packages (rent+learn) that are reasonably priced, that also gives one a chance to try out different equipment.
Bottom line:
for complete beginner, start at the nearest place, possibly with the "best package deal" available, and get comfortable with the basics of skiing. Then you're ready to explore the pleasures of skiing further afield. That's when you'd really want to start driving/flying to other really neat skiing places!