Mike lives in Vermont, near Burlington. He lived in NYC for some time in the early-mid '00s, but gave up his place and returned to Burlington during the hiatus.
I believe Page's primary residence is also in the Burlington area, but he has at least one other place, in South Florida. He lived in NYC at least part-time before and during the hiatus, but no longer does, as far as I know.
Trey's family moved to NYC in 2005, and he lives there pretty much full time.
Fishman has lived since the hiatus on a farm in Mid-Coast Maine, but he is reportedly moving (if he has not already), to where I'm not sure.