I usually see them with the "gun" resting on their open driver side door. They do have to aim it at a flat surface, usally the license plate, to make it work.
BTW, to fully understand what officers go through day in and day out, you all should do a ride along with them. I think you'd appreciate how much they put their life on the line to protect you from the crazies running around the streets. I have two family members that are police officers and I worry every day that they come home safe every night. It's a crazy world out there.