Well, I started way back in 1990 playing with my dad and his friends at the old Rattlesnake course in Missoula, MT. It was kind of a secret course; you really had to know where the teepads were and what the targets were. There weren't any maps, and no baskets. Just threw on trees. They had different colors for the short and long positions. I'd love to go back and actually set up a course with baskets and teepads out there, but it's on federal land so I doubt it would ever happen.
The course I really learned on was Blue Mountain in Missoula. It was the first local course with baskets, and by the time I was in high school I was way too "cool" to be playing with my dad, so me and my buddies would go up to Blue. I actually got some real golf discs instead of the Wham-Os I used at Rattlesnake and actually figured out the game at Blue. The old layout was super tough.
Right now the closest course to me is the Dragons Lair, which starts right outside my barracks. But when I go back to Colorado, my house is equidistant to Cumberland Green and Widefield.
I prefer Blue Mountain over just about any course out there. Great views, great level of challenge, great mix of holes. Nostalgia factor helps a lot too.