Central, Coast, New York, Hub, Gotham. Both the Big Two do it. All the heroes work in huge metropolitan sprawls with plenty of buildings to pose on or smash through. It's downright novel that Ms. Marvel is based across the river in Jersey City, or that Billy Batson lives in Philly rather than New York or Metropolis.
This thread is where you can come up with a less urban setting for a compelling superhero story. It can be for an existing character or a hypothetical one, and can be in either the DC or Marvel Universe. (Or neither, if it doesn't need the connection)
I want to see a paranormal detective in the Black Hills of South Dakota. A sort of cross between Jonah Hex and Hellblazer. The Black Hills are in driving distance of every biome in Central North America; plains, mountains, desert, badlands, etc. And you could set it in any time period without really having to alter much. I'd probably set it in the DC Universe for potential Jonah Hex crossovers, but it doesn't particularly matter.