In a hostpital because everyone whos been bitten will be there and the doctors wont know what the fuck is going on and all those people will turn and it will be so crowded with infected people you would be screwed.
For anybody who has to take the NYC subway and knows how it works; on the train, while it is underground, in between stations, packed with people, and it is one of the many lines in which doors that lead to another car are locked( e.g. lines A/C/D/B/F/V,among others). If there ever was a worse place to be during a zombie attack or an outbreak, that is it. (At least in a plane, if you don't want to be become one of them, you can always jump, or lock yourself in the cockpit.)