What better place to wait out the Apocalypse than your very own fortified location? And, a majority of time castles were built in locations that helped them defend a region, with access to resources (remember our sustainability blog entry?) Zombies have never been known for their engineering finesse, so it is not like they would be able to construct a catapult or trebuchet and come after you any time soon.
So yes, location in important, especially in Europe. Just be careful you don't pick a palace - that would be a deathtrap. Why? Because they typically were designed to just be places of lazy luxury and opulence. I am sure many think that might be a good place to go in case of zombie attack - but it could quickly turn into a ZBA. A Bunch of drunk humans tired and sleepy from eating too much. It is like their are preparing themselves like veal. I am sure the zombies appreciate that though.
Now I know in case of me taking over a castle I have a host of all new concerns. First making sure the winding halls are cleared of infected, and then only letting who I want to have inside - selection of allies is important. I don't need idiots who get bit while out working or on patrol coming back inside thinking "oh I will be different, I won't turn zombie!" More people means more risk. And to any who end up working with me in the event of a Zombie Apocalypse - I have a zero tolerance policy for the infected.
Will I tell you which castle I am looking at going to? Not likely, I don't want neighbors, at least not too many anyways.