thighs should probably be done 10" above the knee...
chest probably a few inches above the nipple line... if you are measuring for a coat, you measure just under the armpits...
arms...? of course you want to measure flexed at the peak... you can measure cold as well, but if you're talking about arm size, guys are going to give you a flexed measurement...
shoulders...? well, you'd need help with that one, as you won't be able to measure them on your own...
all measurements shoudl be taken flexed... unless measuring for clothing...