I can't believe there isn't a single post dedicated to locate all the places mentioned in the books

At least I couldn't find one - the only mention to O'Brian I found is on a thread conserning tall ships.
So my suggestion is that we use this thread as a collection of all Aubrey/Maturin placemarks. And to start at the beginning - here is Port Mahon.
(If you don't have a clue what this is about rush to a bookstore and buy "Master & Commander" by Patrick O'Brian)