No you can't pick. There are Fort Knox, Kentucky; Fort Jackson, South Carolina; Fort Benning, Georgia; Fort Leonard Wood, Missouri; and Fort Sill, Oklahoma.
It depends on which side of the mississipi you are on. If you are on the East, you choose from Ft. Benning, Ft. Jackson, and Ft Leonardwood I believe. Maybe Knox, not 100% sure. But you do not get to pick. If you are afraid of intense PT, then work out harder now.