Do you live in am established settlement, or with companions, or all by yourself? What location did you choose - why did it speak to you? Did you ever move from Sanctuary/Red Rocket? Maybe you've forgone settlements altogether and live in Home Plate, or are squatting elsewhere.
If you are the squatting type, the storm bunker in Sanctuary is great. It can't be modified, but it has 4 safe-use containers (crate, safe, toolbox, med), a radio, lighting, and a bed - and being its own cell, it's safe from rad storms AND Sanctuary settlers won't wander in! You can even go crafting outside to make a fast-travel mat directly to the door. (If you're on PC, you can disable the natty house up top and make a great crafting shed there - just get the duffel on the roof, first!)
Personally, like so many players, I'm a Red Rocket fan. The building is sturdy, secure (lack of windows aside), and it doesn't have a leaky roof like anything I built myself inevitably would. The space is not so small you cannot build, yet is still small enough that everything important can be held together and easily protected - no vast empty spaces. I do wish I could get rid of that obnoxious counter, though. It's also a skip and a jog away from Sanctuary.
This despite the fact I haven't done much with Sanctuary beyond the Minuteman quest - been focusing on Starlight instead.
How about you guys?