I'd go with Winnipeg or Los Angeles for the Hall of Fame.

Winnipeg is one of the original teams. They're still using the same branding they were 10 IRL years ago, and they won the first ever Challenge Cup. In my opinion, they're very close to the Detroit Red Wings or the Chicago Blackhawks of the SHL. Loaded with history, plenty of past success, but with a recent slide downhill. A Hockey HoF would also be something to do in Winnipeg, a city regularly busted on for its build up of industry with little tourism.

LA is considerable for some different reasons. With no shortage of glamour and tourism in LA, the HoF wouldn't add anything to the city. However, it does have the closest distance to an SMJHL team (Anaheim), and had one of the longest-tenured GMs in league history. Putting the HoF in a place that already has a lot of SHL activity makes a certain amount of sense.