"on" seems less definite as to exact location... tho' I also note this would not always occam the usage: I would say "on the corner of X & Y", which ipso facto is specific.

My usage would be exactly the same, mav -- but your last part has made me feel a bit uncomfortable with my own usage.

If you asked me whether on the corner of State and Madison is specific, I'd have to say "no": do you mean the northeast corner, the southeast, the northwest or the southwest? (Perhaps as a real-estate lawyer I'm oversensitive on this.) But I'd nonethess use the phrase exactly as mav.

Complicating it further: I'd say at State and Madison but would say on the corner of State and Madison.

FWIW, I mention the A. A. Milne title The House at Pooh Corners.