From a legal standpoint: an NDA is an agreement - something contractual, and therefore is not limited (by law) to any specific jurisdiction. So, you can select Delaware or California, or India for that matter.
From the business aspect, the best jurisdiction to select would depend on:
1. Jurisdictions that are known to be 'friendly' to your type of business.
2. Jurisdictions in which your lawyer is licensed to practice / the cost of lawyers isn't too expensive.
3. Somewhere not to far from where you are physically located - in case you actually have to go to court.

Lastly, best to add a required arbitration or mediation clause if you don't have one.
Good luck