In this article, we consider the wave equation on a domain of $\mathbb{R}^n$ with Lipschitz boundary. For every observable subset $\Gamma$ of the boundary $\partial\Omega$ the observability constant provides an account for the quality of the reconstruction in some inverse problem. Our objective is here to determine what is, in some appropriate sense, the best observation domain. After having defined a \textit{randomized observability constant}, more relevant tan the usual one in applications, we determine the optimal value of this constant over all possible subsets $\Gamma$ of prescribed measure $L|\partial\Omega|$, with $L\in(0,1)$, under appropriate spectral assumptions on $\Omega$. We compute the maximizers of a relaxed version of the problem, and then study the existence of an optimal set of particular domains $\Omega$. We then define and study an approximation of the problem with a finite number of modes, showing existence and uniqueness of an optimal set, and provide some numerical simulations.