In Southern California (but I won't tell you where exactly it a secret)
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Some of the pilot was filmed in Western Pennsylvania but the rest of it is filmed here in Southern California. In fact CSI, Nightrider, NCIS, older Power Rangers, Star Trek and several others are filmed in the same locations.
Kittanning, Pennsylvania, USA
The pilot was filmed in Western Pennsylvania. The show will be filmed in California. See link to article in the Pittsburgh Post Gazette from January 2010.
It is set in Arizona, but I am not sure if it is Filmed there.
The outside of the restaurant, Pie in the Sky, was filmed in the High Street of the Old Town in Hemel Hempstead, Hertfordshire.