There are a lot of places, including a lot of the Southern auto factory locations, where Tesla really shouldn't build a factory because the high-quality engineers they need simply won't be willing to move to those cities. I mean, Atlanta's OK, but a lot of the rest of the South is not. Many of these states have openly attacked electric cars in general and Tesla's direct-sales model in particular, too.
I think Musk is smart enough not to build anything at all in Florida, since it's going under the waves soon.
Chicago, maybe. A lot cheaper than the West Coast or the East Coast, but you can get engineers to move there. And it's a state which hasn't attacked Tesla specifically or electric cars in general.