I can imagine that there are some better spots than others to log off at. In particular the PvP servers I'm sure pose certain pragmatic limitations on where you can disembark from the game. In the PvE world, I could (if I wanted to) log off anywhere in the wild. Save for the wandering aggressive mob, I would be just fine. However, I don't think this would be too good in a PvP environment.
Prior to BC being released, I found myself stationed in the tavern near the AH in Ironforge. How I miss my warm little corner of the world. Of course while leveling I always try to log off in an Inn to get that sweet rested bonus. The Inn at Honor Hold was home to all my toons for a long, long time after the release of Burning Crusade. And who hasn't spent their newbie time at the inn at Goldshire?
Where do you find yourself logging off at night? Is any place particularly good or bad?