Quick cheat sheet:
Is the bug, feature, or discussion relevant to a lot of Stack Exchange?
If yes, post it on Meta Stack Exchange. Note that Meta SE doesn't exist yet; use Meta Stack Overflow instead until it's launched.
For example, if the icons on the topbar are broken in some way, this is a network-wide bug (as the topbar appears all across the network), and should be posted on Meta SE.
Is the bug, feature, or discussion relevant to only one SE community?
If yes, it should go on that site's meta. Some notes:
- Area 51 does actually have a meta; post on Area 51 Discuss with the [area51-meta] tag. The thing is, [area51-meta] is where posts go to die, so the majority of the community won't get too annoyed if you post on Meta SE with area51 instead.
- Stack Apps doesn't have a meta. Meta-discussion is acceptable on the main site; if that feels awkward to you, post on Meta SE with stackapps instead. We don't mind much.
- There are a few miscellaneous locations (like stackexchange.com and the Data Explorer that don't have their own metas; again, post on Meta SE using stackexchange.com, data-explorer, or whatever tag's relevant.
Is the bug, feature, or discussion relevant to all beta sites?
If yes, Meta SE is the place. Use beta-sites.
End of cheat sheet.
If you got here without finding your answer, whatever-it-is is applicable to more than one site, but not all that many of them. This is the grey area - there's no real policy on what to do. Some suggestions:
- If there's a site that is most affected, post on its meta.
- If you tend to hang around Meta SE, post there.
- If in doubt, post on the affected site you spend the most time on/otherwise feel most comfortable on.
But above all:
Don't worry too much.
Posts can be freely migrated between metas by anyone with a ♦, so there's no lasting stigma about posting in the "wrong" place. Nobody will remember you as "that guy who posted a bug on the wrong meta", so don't lose any sleep over it.