I read that after writing a demand letter I should send it certified mail and regular mail. My question is where do I send it

Whichever address the opposing party is more likely to be found in. If you know that the opposing party is more likely to be found at his work, send it there. If he is more likely to be found at home, send the the letter there. If you are not sure, I would probably send it to his home.

If it is to an insurance company, send it to the adjuster who is working on the claim. That is the best way to reach the proper person. Be sure to include the claim number, as the mail is usually delivered to a mail room, and they will cross check the name with the claim number since adjuster's often change files.

You can send a demand letter to the party wherever they can be found. My regular practice is to look up a company on the internet and on the corporation commission/secretary of state lookup sites so that I can find corporate address, registered agent and addresses of officers. When in doubt, I'll send a certified letter to all three. It can never hurt to be over-inclusive.