WHEN to do it
You don't have to go home... but you can't photograph here
As long as you start prior to last call (and you're a total night owl I guess), you can make this work just about anywhere. Obviously the easiest time to do this would be some sort of business hours that facilitate photo taking.
Example: If you're a shy person to begin with, you might not feel totally comfortable snapping random pictures. You might be the type of person who is constantly thinking, "...are people lookoing at me? Do they think what I'm doing is weird? Oh shit.. do they think I'm like a spy or something?"
So, if you're one of those people who (like me) is constantly "in their head" about stuff, you may want to choose hours/days that are traditionally not as packed. However, if you're a fan of people-watching, you may want to hit the peak hours where you have prime viewing.