Search the forums to see if anyone has had trouble with a particular site.
Otherwise, it doesn’t matter much. Some sites may be busier than others.
If you can, pick a North American site to avoid possible bandwidth problems on overseas circuits.
Offhand I can’t tell you which, if any, are NA based servers. You might be able to tell foreign ones if they have a country code suffix. Or you could ping them if you have a tracert program.
I used the main VSTEP server to avoid any bad mirror loads, and because I’m very patient since I have dialup.
If you have dialup, or another relatively slow service, you should get a good download manager that will soldier on through disconnects, etc. These are very large files.
If you wait, others may give you better advice.
Good luck!