Dallas Winston had already staked out the church on Jay Mountain in case he ever had to use it as a hideout himself. The church was abandoned, so there would be no one else around (or, at least, so Dally assumed). There was a water pump in the back, so the boys would be able to drink and bathe. It was in Windrixville, far enough away from Tulsa so that no one would think to look for them there. (Besides, the police were looking for them in Texas, since Dally told them that the boys had probably headed that way.) The church was way out in the country at the top of the mountain at the end of a steep road and
... you could see for miles and miles. It was like sitting on top of the world.
It was still close enough for Johnny to go back into town for a week's supply of food, yet the closest house was two miles away. Additionally, the view was beautiful, although Pony couldn't see the sunsets since the back of the church faced to the east.
Also, if you just murdered someone the one of the last places that you would be in is a church.