In a bathroom stall in Mix Nightclub in Mandalay Bay. Their bathrooms are all glass and have a clear view of the Las Vegas Strip. The hard part is sneaking your piece into the ladies' room.
I've done that, in well below freezing weather. It was right after me and SO had sex in a car while he was driving down the highway. It was an exhilarating night to say the least.
I've always wanted to do that in the pouring rain though, and on the beach.