I like writing in cafes because you are surrounded by people you don't know and sometimes by looking at them you can imagine what their life would be like and you can incorporate that into your script. I have this weird thing, though, where if I am at a cafe with my laptop, I must be sitting with my back to the wall, so nobody can see what is on my screen.
More often than not, though, I write at home. I have a studio apartment, so my bedroom is also the living room. In a typical writing session, which usually spans several hours, I alternate between my desk, the bed, and a papazan chair. I use Final Draft, but I will usually have filled up a notebook with outlines and crap before even turning on the computer. The television is turned on, but there is no sound.