I've had the same issue forever. Apple's site knows that I'm in the Chicago area, but it always starts with 60601, which is downtown and an hour away from me. I've tried every option that I can think of to make it remember my location/zip code, but it just won't do it.
There may be a cookie somewhere that if deleted would allow you to re-enter the correct zip code, but I don't know how to identify it.