The best location for baby is usually one they are familiar with. Taking your baby to a studio is great and you will have beautiful shots (usually). However, it can sometimes be bit hard in a new environment and with a new person that they perhaps have never met. So having familiar items and people (mom and dad obviously) are important. And familiar locations are even better.
Tip #22 Get everything ready ahead of time. If you are planning a little photo shoot yourself or with a photographer, and there are special things that you want, get it all out and ready at the beginning. This way you wont have to go searching for things while your little one holds that perfect pose.... oops gone. Yes it's true babies tend not to listen when you say "hold that pose right there" or "look up into this light while I adjust the shutter speed". This tip is especially true with regards to heating up the space you are planning to use. As I've mentioned before babies are happy when it's warm. So heat that space up ahead of time.