I don't remember them saying where she lived either. Or for that matter her father after the Boxer epiosde because obviously he lived in Metropolis then since he had an office there. In the Christmas episode where Clark is sick it seems like Ellen doesn't live in Metropolis. She uses the excuse that she has to cover for Clark to go to Smallville and is horrified when she finds out she lied because Martha and Jonathan came to spend it with Clark. She shows up and says surprise. If Ellen lived in Metropolis it wouldn't be any problem to get together after she got off work if Ellen lived within an hours drive.
I felt like after Lois' and Clark's missed first wedding that both Ellen and Sam moved back to Metroplis. This appears evident in the episode in Never On Sunday since Ellen is available to take over the wedding and again in the episode when they find out that Clark is Superman.
