Either your hips... Or your skull.
Unlike what games teach us, shooting the head isn't a good way of killing someone (although it is likely to incapacitate the target). The head is rounded, made of one of natures strongest materials and will often deflect bullets that don't hit head-on (heh) and aren't from heavy guns. In fact, from what I've read something like a Desert Eagle at point blank to the forehead is more often survived (with medical care) than lethal. Bigger guns like 7+mm rifles would need to hit your face head-on or it is likely to deflect with only a headache as a result, with a helmet on your character might even wonder if he was hit at all so low is the energy that you receive on a deflection.
Deflecting with the hips is an option (USE ONLY THE BACK OF THE HIPS!). It's a curved, strong bone with the strongest muscles of the body attached (illiopsoas) and it's unlikely to incapacitate you... Right away. There's a lot of medium arteries in the area that will kill you from blood loss, but you have several minutes to hours to find medical attention, except if your femoral is hit and you cant bind it with a belt or something right away. Fortunately the femoral is located at the front inside of your hips so it's unlikely.
A teleporting guy who thinks that stopping a single bullet is going to save someone would be able to get to safety and have his saved victim tend to him. Just make sure it's your ass pointed at them otherwise you are increasing the chances of dying to blood loss and a bullet stuck where you don't want to.
I wouldn't recommend your shinbone. It's likely to break and incapacitate you, and depending on where it breaks the arteries right next to it might get cut.
As you can imagine, stopping bullets with your body isn't going to be a pleasant or repeatable task. The most repeatable would be the head if you can assure how it hits and the caliber isn't too large/armor piercing, repeatable as in "can be performed a few times in a row", not "can be performed a lot over the course of a military career". The "safest" solution seems catching it with your ass near the spine (barely any nerves so low that haven't exited already) and having the bullet deflect off the bone to the edges of your hips, through the muscles and hopefully out of the body. If it gets stuck, it's a relatively good place to operate and get it out and it's unlikely to deal enough damage to prevent you from walking especially if adrenaline prevents pain from incapacitating you.