The short answer has always been: a place you’ve been or can visit.
That’s why the majority of my stories happen in or around Chicago (or Wisconsin) because I’ve lived here (and hung out there) my whole life. I know the area/culture/ people so well and it feels natural and easy.
When I first began to write WANTED: DEAD OR IN LOVE, I wasn’t worried about setting the story in my hometown. Surely the legendary outlaws Bonnie and Clyde (who appear heavily throughout my story) committed crimes in the Chicago area, just like all the other famous 1920’s gangsters such as Capone, Dillinger, and Bugs Moran….right?