I've never done one at work, which is odd in retrospect because that's the way it's recommended in the GTD book. I do mine Sunday mornings a cafe. Now that you've brought it up, I'm going to try it this Saturday (I work Monday through Saturday), when I can knock more off of my revised lists. The weekdays are too busy to bracket away 1 to 2 hours for myself. Any there's also the feeling that if I'm doing a WR in the midst of potential distractions, I won't get absolutely everything out of my head.
I probably need to do a WR at home even more than at the office. Working off my @home list is much slower than all the others for some reason.
I'm going to experiment for the next few weeks and see how the experience and the results change with context: this week at work, next week at home, etc.
Getting back to the "meditation" aspect of my original post, the cafe seems more conducive to Weekly Reviews because it gives me a window of time afterward to experience the increased clarity of mind that results from a thorough intellectual catharsis. I'm not sure if that would happen if I plunged straight back into work. This is definitely something to test.