Least painful for me would be the shoulder blades or any area that has more fat on it. (it's also what my tat artist/friend recommends for a first tattoo since it's not that painful) The one on my thigh didn't hurt either. Ribs suck. Near your collar bones suck too. Arm isn't bad either.
Chest would be pretty painful. Especially for a first tattoo, and not knowing what the sensation is. But if it's something you really want, you'll be willing to endure it (I know I was for my ribs!).