I measure pretty much every major part: calves, thighs, hips, waist, chest (under breasts), chest (over breasts), lower arms and upper arms. Measure both left and right legs and arms seperatly. Some people also measure their neck.
As far as exactly where, I try to measure at the thickest point of each body part. Also, only take measurements once every couple weeks or so. Measuring too often will just waste time because the changes happen slowly.