As Old Guard and others have said, it is really up to you and what you want to do. Your dream sheet is no guarantee though. What I hear from most people is that they try to stay in the district that their family and friends live in. But if you want to travel, request somewhere unique!
I am a part of the CG Spouses and Girlfriends page on Facebook (I am a Coastie girlfriend). I see a lot of posts saying "We just got orders to xxx. Give us the good, the bad, and the ugly!" All the comments are so different. Some say "We love it here because of xxx!" and others say "It is our least favorite place because of xxx."
All things considered, it really is up to you. Maybe climate is important to you and you want warm weather, so request the districts that cover southern states. Once again, like others have said, I want to reinforce that no place is guaranteed, so try to keep an open mind. You may really like a place you thought you wouldn't.
Best of luck!
Edit: But from what my Coastie has heard from people at his station, apparently try to stay away from Cape May. According to his shipmates they are extremely strict lol, although he has not been stationed there.