Simple:
* I live at 123 Main Street.
* My parents live at a small cottage in the countryside.
* The band lives at a recording studio in Los Angeles.
With prepositions:
* We live at the corner of Elm and Oak.
* She lives at a house near the beach.
* The animals live at the zoo.
In different contexts:
* The concert lives at 8:00 PM. (Meaning: The concert starts at 8:00 PM.)
* The story lives at the intersection of reality and fantasy. (Meaning: The story blends real and fictional elements.)
* The spirit of the festival lives at the heart of the community. (Meaning: The festival is an important part of the community's spirit.)
With adverbs:
* They live at a comfortable distance from the city.
* I live at a low cost of living.
* The family lives at peace with each other.
Note: "Live at" is often used to specify a location, but it can also be used to convey more abstract meanings, as seen in the last three examples.