Bannered Mare all 3 times, but on my latest character, it took him quite a long time to show up there. I had actually visited every other inn and tavern in Skyrim (with no sign of him) and was worried that something was wrong.

Riften. I was quite surprised.

My 1st character met him at Solitude and my 2nd met him at Whiterun.

Lei'Atol met him in Whiterun.

Shadow of the Southern Sky saw him in Dawnstar but did not speak to him.

Augustus doesn't frequent any tavern other than the Winking Skeever, and hasn't met him yet.