Here is a list of where the best places for the chance to find some immigrants:

Estard Inn
Rex Wood Inn
Engow Inn
Orph Inn/Item Shop
Falrish Inn/Church
Mentare Abandoned Shack
Verdham Ruins west of the fountain
Mezar Inn/between the temple and Inn
Dune Village Inn
Krage Inn
Litorud Inn/Church
Hamelia Inn
Permanent Immigrant
Dharma Temple Upstairs