Yes. There were several sites considered beyond the White Sands Proving Ground, including:
According to Groves, his first choice was in California (Rice), his second choice was in White Sands. But he learned that to get authorization to use the site, he'd need permission from General George Patton. Groves hated Patton; he considered him "the most disagreeable man I had ever met," as he put it. So he chose White Sands.
The advantages of White Sands were many. The area was not extremely inhabited (though some 40,000 people lived in the areas surrounding Trinity, and many more lived within the full range of fallout). It was already owned by the government. And it was only some 200 miles from Los Alamos, which would ease the test setup. So it is easier to see why it was chosen, in a way — it would be interesting to know more about why Groves preferred the California site.