Orange Road - The title road, also the street ABCB is located on.
ABCB - A small coffeehouse/pub where Madoka works part-time. Kyosuke and Hikaru also occasionally help out. Run by Master the ABCB becomes a sort of an afterschool hang-out and meeting place for the group.
The Steps - A flight of 100 stairs where Madoka and Kyosuke first meet (and first argue) The stairs also seem to have some sort of mystic property since every time Kyosuke falls down them (amazingly often) he ends up time-slipping into the past/future. The 99/100 steps arguement is resolved in the Message in Rouge OVA when Madoka goes back and recounts.
Green Castle/Green House - The Kasuga's appartment building. Later in the series Kyosuke's cousin Kazuya and his family move in the appartment next to them, Akane is apparently not living there however, despite being Kazuya's sister. Umao and Ushiko also apparently live in Green House.
Disco Moebius - A local dance club, a favorite of Madoka's when she's upset or angry.