Did you look around for pre-existing holes? You might have to take out some of the rubber grommets around wires, and you should find a hole big enough for your wire.
If you DO drill it, it really doesn't matter where as long as you don't drill into something haha.
Unless you're "handy" do not drill the firewall. If not done properly, you will induce rusting. There are always plenty of holes on the firewall. You just need to look further. Sometimes the rubber grommets get dirty over time and will appear to be a solid wall. So leave the drilling as your last resort.