Imo, the best HF house to build for a mage is the one near Dawnstar. Fairly secluded, but in between the College and Whiterun (and Dawnstar obviously).
Falkreath I think is better for a warrior type, and morthal for a rogue (because of it's proximity to certain ingredients for paralysis, damage health, and lingering damage health).
Really though, any type would fit any character class imo, but it really depends on your character's personality. Of the standard houses, I think Windhelm provides the best for a mage because of the secret room for enchanting and alchemy. And of course, when you're the Arch-Mage you get the main quarters at the college which is the best guild leader room, and it comes amply stocked with many cool amenities.