What location to chose for EIN if your LLC is out of state

[David C.]

This was a question that was posted a while back, with a shotgun scatter of answers.  

Example: I live in OH and are created an out of state LLC in AZ, when I go to create the EIN for the AZ LLC, the EIN question is asked:

"Please select the state/territory where the business is physically located?"

Which should I choose - My business P.O. box in OH, or an address in AZ (where the physical property is going to be)?

Thanks in advance!