Look for "Places you check in to" under "Things I share" section and click on Custom and configure who can see your Check in places.
Look for "Things others share" section and click on Edit Settings in "Friends can check me into Places" and choose either Disable or Enable. If you Enable, your friends can Check you into Places and will appear this post on your Wall as well as your friend's wall.
You can watch a video here on Facebook Places. Please post if you have any questions.