Normally, best circuit performance (lowest locking delay, lowest distortion, etc.) is attained if you choose VCO center frequency in the middle of the incoming signal bandwidth. E. g. if the VCO is part of a locked FM demodulator, after an IF strip of 10.7MHz, it makes sense to choose a center frequency of 10.7MHz for this block.
I am trying to figure an exception, it could be having to deal with a signal with an asymetrical spectrum, such as demodulating analog TV with an I/Q detector, your VCO must be locked to the picture carrier, which is NOT in the middle of the channel. Of course, you can choose a VCO whose central f is far away from this carrier, but you risk locking onto a wrong signal (e. g. the sound carrier or an interfering station).