I think the best place to start a story is where it is the most fun for the player. Personally, I think it's great to have it right before or after a major point in the story. To me, the story is all that counts. If that turning point is at a castle, so be it. If that turning point is in the middle of a swamp, so be it.
I like to start in the middle of the action, without a long text crawl or cutscene.
My current work in progress starts right as the MC and a friend refuse to destroy a town --- and, after being begged by their brothers-at-arms to repent (they refuse, naturally), they get attacked by their former brothers-at-arms for defying the Church. So they start out in a tiny town they have no affiliation with. But, it works for this particular story.
If you look at successful RPGs, there is no one place they all start. They pick somewhere significant to their particular story and go from there. Chrono Trigger starts at his mother's house, for example, as Chrono wakes up. Final Fantasy IV starts as the Red Wings take a Crystal from Mysidia.
In these RPGs, story is king (or queen if you prefer). Everything else should be defined by it.