I would like the location to vary - my idea: if you take any of the faith enhancement lines you'll go to a temple of your faith.

A seconds reflection on locations:
Sovereign Host - House D Temple
Undying Court & Volkuur - Someplace cool and elvish/drow.
Silver Flame - The catacombs
Lord of Blades - umm.. House K?

And yes the temples should have cleric trainers and vendors, and bar entrance by the impure...

PS: the list above makes me think we need more area like the threnal ruins, desert, restless isles foothold- remote places with NPCs.. I'd like to see them as exits in slayer zones...