If I sync all my photos on my iPhone to iTunes where are they stored, on my computer or at an Apple site?

Are you talking about Photostream or are you just talking about importing your photos to your computer for safe storage? A sync does not do anything with photos in the Camera Roll. Syncing of photos goes in the other direction from the computer to the phone. The act of moving photos from the iPhone is an import, using whatever photo software you have on the computer, such as the Import utility for Windows computers and iPhoto for the Mac.