In a band stretching around each of the Polar regions known as the auroral zone. Usually 3 degrees to 6degrees latitude. During a geomagnetic storm the zone expands to lower latitudes. This occurs most frequently at the peak of the 11 year Sun spot cycle and the 3years after that. Early spring and late Autumn would be the best time to see them further south.
The further north you go the better you can see them and the more spectacular they are. I have seen them in Alaska from the ground and from 35,000 feet. I have also seen them in Washington State but they weren't nearly as beautiful. There are also Southern Lights which can be seen in the Southern Hemisphere.