Look anywhere you want to find at Z. However, if you are serious, it will all come down to how badly you want it.
In the search for my 240Z way back in 2003, I was in arguably the ideal part of the country to find one: Southern California. That said, I had very specific parameters (red or orange with original paint, low miles, no rust, crack-free dash, to name a few). Unfortunately I was not having much luck finding one nearby. I searched for cars on Hemmings Motor News and found a couple of promising leads in the New York State and New Jersey Area. I flew across the country to see them. They were nice, but it my gut told me to pass. A few weeks later, an orange '72 was advertised on Hemmings in Kansas. I met the original owner, who purchased the car for his wife on Mother's Day 1972. Aside from a few door dings from being a lower mileage (~35K original) garage queen around children with bikes, it was a solid car. He kept the original wheels and tires, which was a nice bonus. We struck a fair deal for both parties and I had it shipped back to California.