CHEETAH

Cheetah are rare and often persecuted by tour vehicles.  They hunt during the day (as opposed to lions, who primarily hunt at night), and as such are often followed around by buses and cars.  This was especially true in Amboseli, and such activities led to a strict stay-on-the-roads policy (that is, unfortunately, only partially obeyed).  I found the best time to observe Cheetah is around mid-day when most vehicles return to camp for a humongous buffet lunch.  If you are on safari, try to get a boxed lunch and convince your driver to stay out.

Good Locations:

Masai Mara Game Park, Kenya.  Especially in the area around Governor's Camp.   Serengeti Park, Tanzania.

Etosha Pan National Park, Namibia.

Other places, like Kruger, Amboseli, Chobe, have cheetah but they are more difficult to see.