I heard that, if possible, a separate_dedicated hard drive for the session folders, with the "ignore the ownership in this volume" checked in the "info" window, is a good way to go.
If that's not possible, I heard that the shared folder ( in the Users folder) is a good place. one of reasons is that the system is less busy handling with the file permission issues with this location.
I think this advice makes sense, kind of,... even though I'm not 100 % sure though....
For myself, I'm using a SSD(samsung 830, which is good for the incompressible datas) as a dedicated capture(sessions) hard drive for a tethered shooting with "ignore the ownership...." checked.