I think this a really tough one, and a good question.
New York and LA are the top 2 high profile gigs there are, likely offering the best money, the best chance for mainstream exposure (not like he's an unknown or anything though), but he also be under the biggest microscope with every move/decision mercilessly scrutinized.
The Golden State roster looks pretty set for the next few years, barring any major injuries or trade demands, that's a 50+ win team for the foreseeable future.
New York has always been a mess, as long as Dolan is there I wouldn't want to go there. Hall of Fame coaches like Larry Brown, Lenny Wilkens, and Don Nelson haven't been able to succeed with the Knicks, so as an inexperienced coach (or even an experienced one), I wouldn't want to go there.
LA has great ownership and has always been able to rebuild quickly. But I wouldn't want to go there in this time of transition and having to deal with an aging Kobe with that huge salary on the books.
I would go with GS, probably less stress, almost guaranteed to look like a good coach for the next few seasons.
And besides most coaching gigs don't last that long. Go coach GS for 3-5 years winning about 50 games a year, then move to the Lakers in time to take control of the next dynasty there.