Though many people will suggest Mathura but I would say to avoid Mathura because not only its over-crowdy but also the use of intoxicating drinks makes the place a hub for hooligans. Pushkar is a better choice.
You can also move to mountains to have a different experience. A much calmer version of Holi.
Hey, do check pushkar for one the most amazing holi scenes in North India. It has the best of parties happening and also if you want to sink into the traditional way of Holi, pushkar has something to offer on both fronts. Apart from pushkar, Kasol also is a good option. My personal favourite is mathura for the amazing 'Brij ki Holi'.