Wedding out of state, where to have it?

It might be easier on you long term to choose a venue near to where you will be living. But it's easier than ever to plan long distance, of course, thanks to the internet.

As far as convenience to your guests (which is important to consider when hosting), I would look more about the ease of traveling to either location. Things like major airports within easy reach of the venue, ability to get around without a rental car (public transit, walking, ride share apps), large selection of lodging at different price points available, proximity of ceremony to reception venues (if having them separate). If everyone will have to travel anyway, make it as easy and inexpensive on them as possible.

For example, California make look pricer if you just look at hotels, but airfare might be cheaper with several airports and more airlines to choose from.

I'd go with a venue that's close to where you'll be living at the time of the wedding. Like you said, guests will have to travel no matter what, but you will have a lot more to bring to the wedding - like if you're providing any of your own decor (like a guest book, card box, pictures, signage, etc. - not just centerpieces!) as well as your attire (especially if you have a large dress - many people here have asked how to bring their dress on a flight and some end up buying a seat just for their dress!), for example. Meetings with your vendors, especially with your venue, caterer, and cake baker (think about walk-throughs, tastings, etc) will be a lot easier if you're within driving distance. The east coast will be a bit easier for guests from Europe to get to - I haven't heard of many flights that are direct from Europe to the west coast, while there are sure to be plenty that are either direct or a much shorter total travel time if going to the east coast (Atlanta is a huge airport, I'd imagine many international flights arrive directly there). Just my two cents!