I found a nice empty paring lot to do this in once. It was actually where I worked, in a private lot, and I even asked my boss if it was OK first.
So of course as soon as I pull out of the lot to go home some bastard cop immediately pulls me over and gives me a $400 fine for disturbing the peace. I wasn't making very much noise, and it was not late at night.
So just make sure you're out of sight and nobody can hear you either if you do try this.