What places have the best efficiency for EV training in Black And White?

HP

  • Surf in Icirrus City - Stunfisk (100%, 2 HP EV)

Note also, There's Victini (for 3 HP EV) that can be rebattled infinitely as long as it is not caught.

Atk

  • Route 1 - Lillipup and Patrat (total 100%, 1 Atk EV)
  • Dragonspiral Tower 2F - Golett (100%, 1 Atk)
  • Dragonspiral Tower 1F - Golett and Mienfoo (total 70%, 1 Atk), Druddigon (30%, 2 Atk)
  • Outside of Dragonspiral Tower, Double Grass - Tranquill, Sawsbuck and Druddigon (total 70%, 2 Atk), and Mienfoo (30%, 1 Atk)

Note that During Winter, the Double Grass location changes up. notably with Tranquill being replaced by Vanillish (30%, 2 SpAtk).

Def

  • Wellspring Cave - Roggengola (50%, 1 Def)
  • Pinwheel Forest - Venipede and Sewaddle (total 50%, 1 Def)
  • Pinwheel Forest Double Grass - Swadloon and Whirlipede (total 50%, 2 Def)
  • Chargestone Cave - Klink, Ferroseed and Boldore (59%, 1 Def)

Note that Boldore also gives 1 Atk in addition to 1 Def!

SpAtk

  • Celestial Tower - Litwick and Elgyem (100%, 1 SpAtk)

Note that there is a nurse on 3F of the Celestial Tower

SpDef

  • Surf in Driftveil City - Frillish (100%, 1 SpDef)

Speed

  • Surf on Route 3 - Basculin (100%, 2 Speed)

Note loads of places with Surf have 100% Basculin, but this one is reachable from a pokécenter without going trough tall grass.

(source)