Family sessions can take place wherever you'd like! I've found that the best place to have your family session is where your kids are the most comfortable. Sometimes that means having the session at your home and other times it means going to your local park where you walk every Saturday morning. Every family session is catered to what works best for your family.
If there is more than one meaningful place you have in mind, there are a few options. You can pick one depending on the weather. For example Lover's Lane works best when it is nice and green, so the summer isn't the best time to photograph there. You can also split up your favorite locations and take pictures every 6 months, every year or in one place for family photos and another for a birthday party.
The session below is one example where the family decided to take photos in their home and then outside at Crissy field. If you have more questions about locations for your session, I'd be more than happy to talk with you!