To paraphrase our Regional guidelines:
First, where are you located? Find the smallest subdivision your business is located in (in the United States, usually a Locality). If you submit to a higher level (County, State), or a nearby Locality where you want to be considered to be located, it will only cause the site to be moved to the correct level for further consideration. Many editors who can list misplaced sites in one step will leave the moved site in unreviewed for futher consideration, and (depending on the precise categories involved) not all editors who can process the incorrect category can process the correct category.
Second, find the most precise subcategory (that we have for that Locality) that your business fits in. As you're a business, that would be somewhere in Business_and_Economy, if there is such a category in the Locality in question.
That's the right place.