Hakurei shrine is the most obvious choice. However, one idea is starting in where Yukari lives then her gaps take you through a tour of Gensokyo, visting all of the major locations from the games like Scarlet Devil Mansion, Hakurei Shrine, Moriya Shrine, Myouren temple, Human Village, etc... The major characters could appear at their respective locations in the background, stage hazards would be either some of their spellcards or abilities. Eventually you start the same order again but instead of going back to yukari's home, you revisit the locations again in the same order.