I live in New York, so the majority of pigeons roost above the doors of delis, right below the paper awnings. They also roost in the space between Windows, where no rain can get to it.
They put up pikes to make sure that pidgeons don't roost in areas where people might walk under frequently (for obvious reasons)
In suburban areas they make nest in trees or under roofs, in the usual place where squirrels or bees might also live.