Up on the roof

You would have to rent a man lift or erect a scaffold, neither would be cheap - I'd stay with the pro's - just supervise them closely to be sure its done right.

Mine is in the attic. Works fine if you don't live in the middle of nowhere. In theory the roof can reduce the gain, but this is pretty small in my experience.

This also assumes you don't need a rotor. All my stations are basically north. I've occassionally manually moved it to listen to a particular station elsewhere, and just moved it back to north later. I use a compass for direction.

Hi Ehart:
Being the do-it-myself construction type, as Twl phrased it in another thread; "with my own two hands", you have a couple of choices. As Newbee said, you could rent a man-lift (not that expensive, at least in my neighborhood, about $50 for a day, and VERY convenient) or you could buy (or rent) a safety harness and safety rope (this also works VERY well, and the safety rope is in essence a climbing rope for use with a steep roof). If the installation location is very close to one edge of the structure, then the manlift is definitely the way to go.
If not, then the man lift will be of questionable value. There have been previous threads regarding antenna leads and other tips. I have saved some of them. Email (or search the archives )me if wish any of those thoughts.

On one house I actually got very good results putting the antenna in the attic. Benefits included easy reorienting and lack of weather related problems.

If you are mounting outside, pay very good attention to grounding requirements that are required for lightening protection by the National Electric Code.

An inexpensive climbing/support aid you may wish to purchase are roof jacks. These are basically pairs of metal supporting brackets that you mount under a shingle tab with spikes with a 2 x 4 between them. They give very safe support. Use as many pairs as you need to safely get to the mounting location. After installation is complete, disengage the brackets, drive the spikes flush to the shingle, and cover the nail heads with a dap of roofing cement.