I prefer setting my stories at places I know. Academic Pursuits took place at a fictionalized version of St. Louis, where I lived for years. A couple of my recent, and not yet published stories are set in Chicago. I lived close to the Windy City for a few years and got a feel for it. Plus, I love everything about Chicago, except the winters.
The majority of my stories happen in Los Angles because that's where I live. The protagonists of my current WIP live in Pasadena, my favorite LA neighborhood, but at one point they take a visit to Hollywood Hills. My first trip there happened when I was still new in town and wanted to drive up to the Hollywood sign. (You can't.) I took a refresher tip the other day, and it proved useful, making me realize the house in the story needs to be located in a different part of the hills that I originally thought.
Then I went to a taco stand on Hillhurst and had a chili verde burrito. I took pictures of the place while there. I didn't even notice the Christmas decorations till I looked at the photos.