While I have a dedicated game room / office, I think I’d hold a first game in my dining room. It’s got more room to move, easy access to the kitchen for snacks and drinks, and it’s easy to welcome in new arrivals (the front door being only two rooms over from the dining room).
The dining room’s worked well for other first game invitationals, notably Arkham Horror, and for similar reasons. This set up is best in the cooler months because we don’t have central air; the first floor is cozy in the winter, but can get unpleasently warm in the hot summer months. Retreating to the third floor, which has AC, is better in late spring and summer.
The other advantage to the game room is the television; during certain games I’ve used it to display screencast images. Depending on the intro game, this could be a helpful way of illustraining key locations and threats.
Another good option is my local game store. This is especially good for a fledgling group with new players whom I’m still getting to know. Inviting people into your home can be a big deal; meeting a a neutral location gives folks the opportunity to get comfortable with one another before introducing them to my home and family.