KEM Mumbai is one of the best Medical College in India, easily among the top 10. AIIMS Bhopal or any peripheral AIIMS for that matter, on the other hand is a juvenile institute that has a fancy tag of AIIMS attached to it. Over the course of decade, Peripheral AIIMS will have sufficient infrastructure and will be at par (or may be better) than KEM Mumbai.
Now, the issue with KEM is bond restriction. Secondaly, after pursuing MBBS you will be eligible for PG seats in Maharashtra if you choose KEM while you will be eligible for AIIMS PG if you chose any of peripheral AIIMS. Also, AIIMS comes under Centre and the salary you will get in PG will be the highest in the country, which will not be the case if you take PG in Maharashtra.
Thirdly, KEM is in Mumbai, which happens to be a metropolitan city.
So, keeping all things in mind you should chose on your own but remember that KEM at present is much better than any of peripheral AIIMS! Also, give preference to only established AIIMS like AIIMS Rishikesh, AIIMS Bhopal, AIIMS Jodhpur etc which have DM seats and a good established infrastructure.