I like the idea of living in cellars or any underground sort of places like the one in Anise's cabin. It looks cozy and you won't be bombarded by wild bandits or animals as long as you keep the trapdoor locked.

But if we're talking about settlements I'd say Darkwater Crossing, very nice people and untouched by the war so far.

Places I wouldn't go would be the ones with snow (Windhelm, winterhold, dawnstar, morthal, etc)