Being fairly new to the SMU family, I've unfortunately not yet seen them play in person. I'm confident that will change this year (def. will be at the Temple game and any others that are within about a 3 hour drive of the Philly area). Places I've seen other college games:
UConn Fieldhouse (on-campus facility pre-Gampel)
Gampel Pavillion
XL Center (HCC)
Rutgers Atheletic Center (the RAC)
Brendan Byrne Arena (and other associated names)
Madison Square Garden (Mecca for basketball fans - there's no place better!!!)
Villanova Fieldhouse (pre-Pavillion)
The Pavillion (Villanova)
The Palestra
Wells Fargo Center (and other associated names) (reg. season games as well as NCAA 1st and 2nd Tourney games and Women's Final Four)
Delaware Field House (pre-Bob)
Bob Carpenter Center (U. Of Delaware)
Verizon Center (and other associated names) (Wash. DC) (reg. season games as well as NCAA reginal games - yes, I was at the game where UConn went down to George Mason in the Elite Eight)
Capital Center (Landover,MD)
I'm sure I've forgotten a few.