Casterly Rock doesn't make much sense. It's on the other side of the continent and it's close enough to the Iron Islands that they'd have to deal with Euron's 1000 ships.
I would've thought that they'd land in Dorne and travel by land north, being that the Dothraki don't have much seafaring experience. We know that didn't happen because we see Dornish ships in the fleet.
If not King's Landing, then Storm's End or Dragonstone would make the most sense, based on the map. Dragonstone was Stannis's home base (If I remember correctly). It's striking distance to Kings Landing and is pretty fitting considering the name.
The Eyrie is up in the mountains and would be very difficult to siege. Any further north and you're dealing with wintery weather issues.