Leo: Mostly his bedroom or yours. It's the most familiar place where he could plan everything ahead. He felt safe there.
Raph: He didn't care really. As long as no one saw you. He didn't care when everyone heard you but seeing you, naked, was nothing his brothers should see.
Donnie: The shower! He loved helping you wash your hair and body, really getting to know your body.
Mikey: He'd be the guy to have sex on the couch. He didn't care if anyone saw you two, the wasn't ashamed of anything.