Where ever it will be least obtrusive. Also, you can slide the door into a wall if you don't have electrical or plumbing on the wall.

I believe you should always have bedroom and bathroom doors swing into the room, and outside doors should always open inward. The exception, as katydidit mentioned, is to use pocket doors.

I personally don't like pocket doors for bedrooms or bathrooms because they don't feel private; they are hard to lock securely. I do have a pocket door between my master BR and it's adjacent bathroom, but privacy isn't a concern there and an inward-opening door was awkward. I'm okay with it, but I must say pocket doors can be problematic in their function; mine have warped just enough to scrape as they open, making marks on the door's paint. It could be caused by poor installation, but I've seen it happen too often and won't be using pockets in my new home.

If doors interfere with a dining or living room space, another option is french doors. Even in a 36" opening, you can get two 18" doors so there isn't one wide door to take up a lot of floor space in the swing.