Saint Denis, it has a lot of cool stuff in there (barber, tailor, gunsmith, trapper, fence) that most other towns don't, but it's hard to avoid running into people and becoming wanted unless you move at a very slow pace
Anyone who's been there should know what I'm talking about, but if you don't, watch this: https://www.youtube.com/watch?v=mYizGXsFS18
Pretty much everyone in the gang also agrees that it's not a good place, albeit for different reasons