Where is my house?

Solution 1:

I think the Jarl offered you the possibility to buy some house. You must talk to its associate to get one.

Solution 2:

The Jarl offers you the opportunity to buy a property if you choose to. You just have to talk to his associate. She is the dunmer woman with whom you talk to when first entering the Jarl's home in the beginning of the game.

Solution 3:

The house in Whiterun is second on the right after you enter the main gate. It's just past Warmaiden's. This is the house that the Jarl allows you to by, it is called 'Breezehome' on the map.

I haven't played up through the Stormcloak storyline, so I can't comment there.