Currently we play our Chamions game at my friend's house in his basement. He has a table he built for Warhammer that now has an insert for a plexiglass map with 1 inch grid on one side and 1 inch hex on the other.
When I GM, we game at my house. When my friend GMs, we game at his house. Pretty simple. If my FLGS starts running the D&D Encounter nights, I'll probably go there and try them out.
When the weather improves, I'd like to play on the deck under the gazebo, though. I've never actually done that, but it sounds fun, assuming the wind isn't very strong and blowing away character sheets all the time.
We play at my house. We started on the porch, moved to the garage, and finally into the family room when it got cold. Since I'm the DM, it works well for me and the wife is happy as I can help get the kids ready for bed and she gets dinner. There is a nice bar in the family room, so we set the food and drink up there, setup a couple 3x6 tables and have at it starting at 7:30 and usually ending between 1:00 and 2:00 am. Yes, Thursday mornings are tough at work.
Until last month every game I've played in (except Convention games) was at somebody's home. Last month our group gamed with a friend recovering in hospital.