Out of Bayern Munich, Real Madrid & Roma my choice would be Real Madrid away 1st leg and then bring them back to Anfield for the 2nd leg.
With it being over 2 legs and if by some chance we come across a very Real Madrid partizan referee in the 1st leg we have the chance to rectify it back at Anfield. I believe getting them in The Final would be detrimental to us for a one off game.
I couldn't bare the thought we lose controversially in the Final v Real Madrid because of a Refereeing decision. Real Madrid have had more than their fair share of help from UEFA in the past. The Ref for the Final doesn't get selected until after the Semi-finals. UEFA hate the idea English teams will conquer Europe for years to come because of the wealth now in the PL. Any chance they get to scupper an English team, they will.