I usually play my 3DS at my desk, next to the outlet, because I turn internet on to do wifi battles and such and that sucks up the battery fast.
I do take my 3DS on the go a lot too, though.
I mostly play it sat on the sofa, or in my chair at my dressing table. I always end up trying to play it in bed, but I like to lie on my side quite often, and I find that the corner ends up hurting the hand of whichever side I'm lying on because that's where the weight of the 3DS inevitably ends up resting I take it around with me in my backpack relatively often, but because I like to focus on what I'm doing when I play it, I don't tend to actually play any games much while I'm out unless I'm on the train or something.
Always on my bed, sometimes in my bed if I feel like playing something before sleeping. One of my favourite feelings is just being able to turn off my 3DS, switch the light off and immediately get comfortable to fall asleep. Something about that is really soothing for me.
Almost always while I'm sitting on the bed. I'm also fine playing while on the couch. There has to be a soft spot where I could just place it on if I need to do something else.
I don't like playing 3DS games when I'm not at home. It can piss me off a bit when I get interrupted in my play games. So in order to avoid interruptions, I normally enclose myself in my room or wait till it's night so nobody can interrupt me. It's like some sort of ritual I have developed lately... like a "de-stresser."
I'm pretty much always in bed when I'm at home, but I'll sometimes meander about while playing. That being said, I love nesting in my bed on saturday mornings to play my 3DS. Very relaxing ~