Completely depending on the aliens
With the exception of your last option, the options are all completely based on human politics. I doubt the aliens will be very interested in human politics and will have other needs for their embassy. You don't discuss the location of you new house with your pets, maybe consider their feelings but they don't have much say in it.
Since you are talking about different alien races the first choice would probably be places were they feel comfortable. Assuming they don't need complete hazmat suits. The cold aquatic aliens will want to be close to the poles, warm aquatic, Mexico bay or the Mediterranean. Jungle aliens in Brazil or Africa, and so on. If they only can build one spaceport probably the most influential alien race determines the location.
Since they come to earth, for them it would be relatively easy to fly around the planet very fast. (Assuming they have unlimited free energy ,water and nuclear fusion is enough for that). 197
So you can build many stations and don't have to be close to urban population.
There is a good chance we humans smell terrible or are very ugly and they don't want to be in our constant presence. Also walking around in a city might not be very nice for them. They will get huge amount of attention and mobs around them. But also the size and shape of our infrastructure might be horribly wrong for them. An elephant sized octopus like alien that uses suction for locomotion might not like our tarmac that much. Also a tiny alien will have a constant fear of being trampled in big cities. Let alone the amount of walking he would need to do to get somewhere.
Since no natural resources are of any importance to them and also assuming biological resources are not of any importance, the only reason they come here are for the humans. So maybe the art, politics or just curiosity.
Answer: So my best bet would be that they build spaceports close to human urban population but far enough away not to be bothered by them and in the best suitable bio sphere for them. 197