I've seen a lot of the locales used in Twin Peaks - a lot of it was filmed around the North Bend area: Snoqualmie Falls (the falls in the opening credits, also the lodge used as the hotel Sherilyn Fenn's character's dad owned), Ed's gas station, and Tweed's restaurant, which is where the famous pies and coffee came from. There was a fire there a few years ago and they had to do some remodeling, but I think the outside is still the same.
I haven't been there in a while. There's an AWESOME pizza place there, where the owners moved out here from Chicago, and supposedly got a secret recipe from some place in Chicago, so they primarily do pizza pies and the deep dish and all that. It's really, really delicious.