Near the poles
Unless you plan on having artificial light for your greenhouses, then the 14-day nights are going to murder what you plant. Wherever you put it, go underground. The excavation of ice from under the surface would lend itself to this.
As would the constant, unshielded bombardment of cosmic radiation upon the surface. Any surface facilities are likely to be limited to the conductive element of a communication array, and the launch/reception pad.
I have a planetary geology textbook published in the '70's and it likens dust on the moon's surface as a sort of naturally occurring unmixed concrete. So, to limit the amount of materials you'll use what's already at hand.
I'd envision concrete-lined tunnels, which tend to follow whatever sort of factors influence subterranean ice flow.