The Institut grand-ducal's Pilgrim's Progress site provides a good answer to this question: New York, Philadelphia, Boston, and New Orleans.
In my experience, New York is probably your best bet. Most immigrants left from Le Havre and arrived in New York. Especially during the Civil War, you would want to head north and across to the Midwest. Of course, there's no guarantee. If your ancestor arrived in the 1840s and early 1850s, be sure to check New Orleans as well. At least you know you can skip San Francisco!