A safe haven in a zombie outbreak crisis needs to meet the following qualifications:
1) Away from major population centers. No matter how defensible it is, if the zombie horde is large enough, they will break though. So, it has to be at least rural, if not the wilderness.
2) Presents a minimal hazard to you from competing survivors during the transition to a post-apolyptic society. For this reason, a maximum security prison is out. You are competing for space with too many fellow survivors who are proven to behave in dysfunctional ways when placed under stress. Such a fortress-like setting as a jail might be safe headquarters in the long run after the transition has made and everyone left alive understands what the real foe is, but in the short term is not trustworthy. Similarly, truly rural settings are probably not safe unless you yourself have provable rural credentials, as under pressure, normally hospitable rural communities are likely to lapse toward thier normally supressed undercurrent of xenophobia and hostilitity to strangers. Other survivors are likely to see your arrival as a threat to thier security.
3) Is defensible. To be defensible, I consider that it must be above ground, have defensible entrances, have multiple stories, overlook a defensible open space of arrable ground, have short (stored water) and long term water supply options (you can dig a well), be constructed of materials that resist bludgeoning by inhumanly strong undead flesh, have short (propane) and long term (solar panels) fuel supplies, and sufficient habitable space for the survivors in time of seige.
4) Isn't a death trap. You have to be able to retreat. One problem with places like islands, skyscrapers, and caves and such is that once your outer perimeter is breached, the seige becomes indefinate. Undead can just wait you out. You need a location that you can break out of if you have to.
5) Isn't likely to be a nexus of a major zombie outbreak. Hospitals are bad in several ways, one of which is that zombie attack survivors will likely congregate here and many of these will turn into zombies themselves. Research facilities are bad for similar reasons.
Whether any particular location meet these qualifications is probably dependent on the particular location. You can't just describe a class of buildings and assume that they all work.
Retail distribution hubs and warehouses are pretty good choices it seems to me. The advantage I see here is that they require minimal short term preparation. Long term, many companies have been going 'green' so there is even a good possibility that you've got some solar panels on the roof to give you the basic juice you need to start building your post-apocalyptic society and recovering civilization.
Supermarkets on the other hand are probably bad. Too many survivors will be going there to loot supplies, competition will inevitably ensue, and they tend to be in highly urban areas convienently located to large populations. Plus, the large glass doors will require alot of initial preparation to adequately defend.
Certain tourist locations in the off season offer intriguing possibilities. Among these are ski resorts and elevated beach side hotels (the ones raised on columns to resist hurricanes).
Some university buildings are possibilities and certainly the 'self-contained city' aspect is attractive in the long run, but the problem here is short term population density. Too many low resource survivors are in the immediate vicinity. The local resources will be overwhelmed. Add to that the fact that most campuses are fairly urban, and you just can't trust them.
Some monestaries on the other hand are still built along the older fortress like model, and many are quite rural. Assuming you bring your own weapons and can gain acceptance from the locals, that might not be a bad choose. And who knows, maybe these zombies can be turned by a cleric with sufficient faith.