preferably build near but not right on top of ocean. its your highway unless you like exploits, mods and or cheats.
I usually build a yurt before, sometimes after eikthyr usually near the stones to make a portal jump later. Once i find a decent section of black forest i setup shop approximately within render distance. Then i build my hall and outbuildings about 4-12 metres away from ocean based on the storm tide hoping I'm not building on a lake. with yurts as my outposts i expand outwards into each biome.