All three locations are highly sacred and recommended for Narayan Bali, each with unique significance:
Prayagraj: Supreme potency due to Triveni Sangam (Tirthraj), ideal for overall purification and liberation.
Gaya: Known as Moksha Sthal, especially powerful for Pind Daan and ancestral liberation (Vishnupad).
Trimbakeshwar: Specifically mentioned in scriptures (like Dharma Sindhu) for Narayan Nagbali (combined ritual) and very potent due to the Jyotirlinga and Godavari origin.
The choice can depend on family tradition, specific astrological indications, accessibility, or the specific aspect needing emphasis (general liberation vs. snake-related issues). However, performing it at Prayagraj leverages the unparalleled power of the Sangam.