For the most part, tavern rooms or camps. Every game I have been in, the moment the party tries to settle down, the plot takes it somewhere else. Even when the plot has us build a stronghold/fort/etc, rare that we really get to live there. When that plot segment is resolved, back on the road again. One campaign, now on hiatus, we did build a compound that is ours. Serves as a multi party HQ. But we rarely are there. Too busy adventuring.