If I went to a military base I wouldn't be the only one, chances are that I get killed by other humans. That is the only downside to the military base though weapons are tempting. Home is not a good place for me, lot of people (zombies) and no weapons. A city is also heavily populated which would be a problem. Forest is stupid, zombie would hunt you down, dead in days.
The town might be a solution dependant on size, I don't want to run into zombie hords.
My plan would be the following; I would wake up and either see or hear about the apocolypse. The car would be ready to drive to closest weapon-like store, in my case Walmarts. There I would have access to tools so I hopefully with a bit of knowledge build a weapon. My next goal would be to drive to the port, maybe collecting friends on the way. Finally at the port, I would somehow steal a boat and drive to a fairly small island with lots of vegetation. On the island I would make a farm to survive. Ya, that's my plan x)