Like Mo2men said, I think it depends on where you want to be placed and what your plan B is. A lot of our classmates are placed between the mid-west and the east coast and only a couple of handful went to MBB on the west coast (mostly Seattle, SF, and LA).
If you live on the east coast already and that's where you'd like to be in the future, going to Yale would be a good choice. The majority of our classmates still end up in NYC, Boston, and DC (with some in NJ, Philly, and Stamford). I worked in NYC over the summer and found it extremely helpful for collecting data and doing market research, since many alumni/current students are working in the city and I can easily hit them up & pick their brains over a cup of coffee.
Another way of looking at this is which industry you'd like to work in. I think some firms are more regional in terms of clients served, so if you want to serve financial institutions, you'd want to be in the northeast corridor.