Where Is The Thermostat Located On a 2002 Buick Regal

At the engine side of the upper radiator hose.

http://www.tonkinonlineparts.com/showAssembly.aspx?ukey_assembly=844199

Here's a picture of were you need to look, like John said follow the upper radiator hose to the engine. unbolt the metal piece that the end of the hose connects to and remove. MAKE SURE THE ENGINE ISN'T HOT!! You will need a gasket along with the new thermostat and clean it up good and inspect your hose to see if it seems weak and replace at the same time.

By the way for engine guys or girls the link I posted above is a good place to get engine info