Amos has got it - the most important space is the one inside your head. In 20 years of writing, I've done it in all sorts of places in varying degrees of comfort and sometimes when I was scared shitless. But always there's a zen-like moment that comes when you connect with your text (if that doesn't sound horribly pretentious) and outside distractions suddenly recede.
That said, a quiet room or somewhere without distractions is undoubtedly going to help!