I'd agree with the advice to do it at the place you're going to fly from - assuming that has an approved IAP.
That's the one you're most likely to need to "get home" if you get caught out, and that's the one you want to be most current on.
You need to be sure you can do the published procedure properly: I've recently been vectored all over the place and then dumped where I couldn't complete an ILS anyway - a waste of time and money.
If your examiner is any good, you will go to other places and do other approach types so that you are familiar with them all. I'd hope you'll also do holds, tracking VORs and NDBs, and maybe even DME arcs and the like.
Trouble is - and that's been discussed to death before - there are some instructors who are excellent and prepare you almost to IR standards, and there are others who frankly leave you unsafe to be allowed out in IMC.
I was lucky: I had a good one.