Either place (icon corner or bedroom) is fine.
In our home, we have icons of Christ, the Theotokos and major feast days in our icon corner, and everyone's patron saint is in their bedroom. When our kids were little, I liked the idea of their patron saint "watching over them" in their rooms, and it just stuck as a habit.
We also have one small icon outside, hanging right by the front door. And St. Euphrysonos in the kitchen. They're everywhere. ; )