Another one for Venice. And that's Italy, not Beach.
The characters, tension and sex are going to make your story. The scene's irrelevant. Hell, you could pull something interesting and engaging out of 1930s Adelaide to add the splash of colour you're after. Seriously, setting it against the backdrop of the development of the pie floater would actually be something novel.
My latest story is a racy little piece about what happens when someone cute from work invites you over to watch Netflix and Chill. Never been to Hollywood but been loads of times to Paris. Regardless of the period I would always go for Paris. Romance, culture, scenery and erotica all rolled into one.
“When one door closes, another opens; but we often look so long and so regretfully upon the closed door that we do not see the one which has opened for us.”
For me the overriding concerns for Hollywood in the 1930s would be the Noirish aspect. I would be continually thinking of Raymond Chandler and crooked flatfeet. On the other hand the 30s in Paris would have the specter of the world war soon to overflow across France and all of Europe.
Paris any time. Being a romantic, I can't think of any other place in this world which matches Paris.