I dont live in a big city, so they usually stand at interstate off-ramps or near the exits to wal-mart. you sometimes see them walking down the street though. I generally dont give them money, because they could be using it to buy drugs or they may not actually be homeless. My mother used to be a manager at wendy's, and she would bring sandwiches that got messed up along with a large tea to the homeless guy that set up at the nearby interstate exit. she did that for a while, until she found out he had a home.
today though, there was a guy that said he was living in his car standing at the exit to wal-mart. i gave him $5 dollars. it wasn't much, but it could buy him some food or something.