Webster Manor--I have never actually seen it but I believe the university owns it as part of a historical preservation effort; I think its somewhere near 42nd and Osage. And I believe its exclusively dental students.
Its close to the dental school, but quite honestly I prefer to live east of the dental school, not further west [many will disagree because there are some nice houses available fairly cheaply as you get further west of 40th but the area seems seedy to me, no matter how nice a house is from the inside]. Do you want to live in a dorm or not? If you do, look at Sansom East & West. Its 2 apartment style buildings on 36th & Sansom which house grad students, and usually a good number of dental students. Its about a 5-6 block walk from Sansom to the dental school--taking you thru the heart of campus. A single apartment [1 bedroom, living room, kitchen, bathroom--all decently sized] in Sansom will cost about 950/month.
The other option is Center City which lots of professional school students do; some live in Sansom for 1 yr and then move to CC. 2400 Chestnut is a very popular building, as is the Ambassador [google them and check out the websites of both]. Feel free to PM with questions re: Penn, as I went there for undergrad.