My guess where it would end up being in Switzerland because it is the middle of Europe for the most part.
If we wanted to do humanity some good though we'd put it in the middle of Africa somewhere and give people a reason to help the people down there because western civilization has forgotten about them for the most part and any trouble that happens there is dismissed by most people.
Plus it'd be hilarious to see all the world leaders having a ceremony in Congo for the new world capital being scared to death.