My order of preference:
Local club dark site
Camping in a county / state / federal campground
Renting an AirBnB or VRBO cabin
Pulling off road in random area
The club site is an easy drive, but not so easy if I've been out there a long time and I'm tired or have work the next day.
Camping can be hit or miss. Some campgrounds get swamped with RVs lit up like cruise ships, insanely bright LED lanterns, and the best one I've experienced - a screaming domestic argument at 2 AM. Plus you need to haul your camping gear in addition to your astro gear.
Rentals are obviously more expensive, but you have a bed, a kitchen, a bathroom with running water, and privacy. I've observed more from rentals now than while camping and I have another trip coming up soon. This might replace camping entirely as long as I can afford it.
Pulling off the road can be dicey from a safety perspective and / or subject to local police taking an interest in you.
I might add a cemetery last, although I live very close to one and it has better horizons. I've never observed from it, but the police here keep an eye on things due to possible vandalism, so I'd have to be pretty stealthy. Out in the boonies might be a different matter.