as a general rule of thumb, i build ports and castles every third province. that's general, of course. by doing this you keep every province bordering at least one castle which can help if you're attacked and have units garrisoned in the castles. it also helps with the ports cause it's only 1 move to a port then a teleport to wherever you want to go.

but like kumaratta says, you want to also take advantage of the special features of some provinces and, it's not a bad idea to put castles at choke points to reinforce positions that could be used by the enemy to get into the heart of your lands.

K.