I never saw how anyone could do firemaking efficiently at the Grand Exchange; it almost inevitably lags, there are far too many distractions and it's difficult to determine where to go from/to each time. I personally used Falador all the way to 99: you start directly outside the bank and you can't go wrong; I also never really understood why anyone chose to start from further back (therefore finishing outside the bank rather than starting there) as it's extra time and effort used in correctly positioning yourself.
It doesn't make a lot of difference which location you choose to use as there will only be a marginal difference, if any, between each one. I've never personally used it but Fist of Guthix sounds like it would be another good choice. Other possibilities that haven't yet been mentioned are Yanille and Port Phasmatys, though the landscape of the latter is a bit gloomy.
