This house is located in the same suburb of Seattle and just a few blocks away from where they shot the interiors of the Palmer house (and exteriors for the film, FWWM) Even though they filmed inside this house for the pilot, they never showed its exterior in the series except for the tight shot of the front door when Mike and Bobby come to find Donna. They did, however, use the exterior extensively in Fire Walk With Me, but interior scenes from the film were shot on a set.
After the pilot was shot in WA, they filmed all interiors on sets in L.A.. In the case of the Hayward residence, they used a completely different house for the exterior. The home we see for the remainder of the series is in Monrovia, CA. See below.