Wherever in the world sounds great. I told my fiance that I want to get married wherever in the world it is warm! Good luck planning and welcome to the forum.
My aunt is hosting a bridal shower for me. It will be nice to have one so guest invited who can't attend the wedding will at least get to be a part of it at the bridal shower.
Congrats on your engagement! Do most of your guest have passports. If not you might want to consider Hawaii. It's only 125 or so for a passport but it is just one more thing guest would have to do to go to Mexico.