Whatever room in the house has the most wide-open space and the fewest hard surfaces and sharp corners
Generally, the emptier the room the better, especially when it's time to hunt down all the shreds afterward. Plus, if the room is too small and the walls/ceiling too reflective, it can make the pops too intense sometimes. So, wide carpeted rooms with carpet and acoustic ceiling tiles are my favorite. I have a room like this in my house's lower level that's perfect!