It goes to whichever address is in your survey profile at the moment we lock your order, so keep it up to date there.
You can change your shipping details at any point before that lock by logging into your survey profile. About 48 hours beforehand we send a "Final Address Confirmation" email, so it is worth watching your inbox for it and checking the address it shows.
If you notice the old address after that window has closed, reply in the conversation you already have with us, or message us here, with your backer number and the correct address, straight away. A colleague will check whether it can still be changed and confirm by replying.