Anywhere there's enough fat on my thighs really, generally about the level where my hands fall when I'm standing up, on the top of my thigh or round the outsides.
I also wear them on my back, kind of the mirror image of where I wear them on my stomach, keeping away from my spine, plus round the side on my hips. Then down towards the top of my buttocks, and a bit further down, stopping before I get to the point where I'd be sitting on top of them.