Ice Age (or Thawing) buildings are a good place to start. Also try Abandoned Towns; the general theme seems that the larger (i.e., more rooms) a building is, the better chance for stashes, secret missions, and rescue missions. I prefer Ice Age/Thaw sites because IA NPCs have cold tolerance and usually come with good starting HP (and decent everything else).
I don't bother with pyramids anymore after getting the Bronze Age characters unlocked; just too much of a pain for too little reward. But as mentioned, that's another option.