In TX you vote in your precinct election day. Early vote in any early site.
Actually, it WAS a rule we had to vote in our precinct; however, I read this from our Republican Party website today:
Voting in the Collin County March 1, 2016 Primary is easy! Collin County uses Voting Centers, which permit you to vote anywhere they are located in Collin County.
I must say, this was VERY convenient. Hope they make this permanent.