The general consensus in the writing world is that it's good to have a dedicated writing space. It doesn't have to be a whole room to yourself. It can be a favorite chair, or a spot at the kitchen table, or even in your car. Or it might not even be a space, but an object or ritual that tells your mind, "Hey, time to settle down and get to work." Like pouring yourself a beverage (maybe in your favorite cup), or putting on a certain type of music.
But, then again, there are never any real 'rules' in the game of writing. As much as having a dedicated space/object/ritual can help you get in the groove of things when it's time to put words on the screen/paper, so can sometimes shaking things up. Writing at a new locale (like a cafe or park) can help spark the brain and invigorate your writing if you find yourself in a rut.
As for myself, I have two main writing spots: my couch and my kidlet's bed. The couch reclines and is super comfy (though that's not great when I'm feeling tired). As for the kidlet's bed, I'll often sit at the end of it while I'm waiting for him to go to sleep at night (I know, he's super spoiled) and can usually get in a few hundred words by the time Mr. Sandman arrives.
What about you all? Where do you find yourselves writing at most of the time?