Mark Sloan's house is often featured in Diagnosis Murder from the beginning of Season 3. This is a place where the group meets for lunch, have small parties and also to discuss the latest case.
The address given in episodes is 3231 Beach Drive, Malibu. The house is at first only lived in by Mark but late on Steve appears to have moved in. The house is often used as a safe haven for long-term friends as well as victims/witnesses who Mark and Steve see fit to protect. Mark moved here during Diagnosis Murder time from 6464 E. Colorado Drive, Los Angeles despite Mark suggesting in "Murder by Remote" that the Sloan Family moved to the beach house when Steve and his sister Carol were children.