Most of my photo's are in my Face-Book album's as they are primerily family snaps; so that's where they are most likely to be seen by the folk most likely to want to see them.
I have a Hobby Webby; which ran out of my ISP's whoppingly generouse 50Mega-Bytes of server space circa 2003, so I hosted the pics on Photo-Bucket, and have done pretty much since, for anything sort of web-related. Used to be quite helpful in that they kept your photo's original file name; so DSC1298.jpg had web-address http;/photobucket/useraccount/album/DSC1298.jpg, rather than being assigned random generated upload name, and being http;/facebook/abcfuggernumeric1257/anotherdirectoryalphacode/snoop267500006723.jpg...... so you could more easily keep track of what was what... but they dont any-more. Dont know if flikr does or not. Face-Book doesn't.
Forums I use occassionally have user photo-space; this one, and a motorbike one I'm on do; so use that when I want to host something for a post on that forum.
Plenty of places you might host photo's, and if you have web-server space, as IF to host a webby, you can upload and host photo's there, you don't HAVE to have a web-site. And if you want ultimate control, it's the way to go. Most hosting services, as said can assign non original file names to your pictures, they frequently have upload pixel and byte size limits; some like face-book apply thier own compression codec that can rob picture quality; and all have thier own quirks and costs as far as 'free' hosting; bandwidth and sharing restrictions; copyright clauses etc etc etc. So which one, REALLY depends on what you want from your host-site.