can't think of any glamorous/exciting locations but on a bench on Clapham Common (v. embarrassed man sat down realised what was going on and buggered off, fast...), in restaurants (one was the sort where the waiters all line up ready to spring into action - so they all had a VERY good view), the cinema, anywhere and everywhere.
The Severn Valley Railway held a train in the station specially for my sister to finish feeding her ds, bless them (they did want to shunt it into the sidings but waited for baby).