A building in a fictional country could work, (a North American fictional country would be the best), a place where metas would be tolerated.
Making USA a safe place for metas is too easy and quick fix of what we have stated before. And it would render the existence of EPS too umbelievable. They need a lot of money, and that money can arrive only from the government, I think. They still kills or capture metas, they have a purpose, I don't know which, but they can't be simply baddies that want the metas dead.
I still advocate the circus, it's like a big moving apartment, with plenty of supporting characters, but obviously I will follow what most of us wants.
Just don't retcon the great metahuman purge of the States with a simply changing of the President and the Gov.