Mars Investigations is a private investigation business owned by Keith Mars. He runs it in conjunction with his daughter Veronica, who ostensibly works as his secretary while really taking on half the cases.
The exterior shot of the building where Veronica's dad's private investigation agency is housed is the Cabrillo Academy of the Sword along 3339 Adams Avenue 92116 in Normal Heights. For reference, the popular Lestat's Coffee House is next to where Mars Investigations would be.
Most of the scenes filmed inside the office of Mars Investigations are, of course, on a set at the Stu Segall lot.
Across the street and on the same block as Mars Investigations is the car wash often seen in Season One flashbacks with Lilly Kane. It is the Adams Avenue Car Wash on Adams Avenue