In the older days of less elaborate consoles, mine (a toggle) was mounted to the left of the steering column. I've seen other versions where they're left or right of the steering column, and/or center-dash-high, sometimes using the old-style Dymo adhesive labeler to indicate it as a "Death Ray". Good luck.
edit: remember these?
edit edit: I also remember once it was installed, I'd leave the keys in the car (floorboard, door pocket, etc.) as I was less concerned about theft. Of course, it was a ~10-year old Pontiac T1000, so I wouldn't have been concerned about it being stolen if it was new.