This paper analyzes detached residential buildings with a sunspace and a thermal storage wall made of 20 cm thick concrete and either containing or not containing a phase-change material (PCM). Four building models are considered: P0, P1, P2, and P3. Model P0 has a 0.2 m thick thermal storage wall without PCM, while the other models contain PCM in the wall (PCM 1-M182/Q21, PCM 2-M182/Q25, and PCM 3-M182/Q29). The study focuses on the buildings' performance in terms of heating and cooling energy consumption over one year at five locations in Serbia (Nis, Belgrade, Novi Sad, Kopaonik, and Zlatibor), depending on the type and position of PCM within the wall. The observed locations are found either in urban areas with moderately warm and humid climate or in mountain tourist centers with a humid boreal climate. The analysis of annual heating and cooling energy requirements of the building models in all locations with different climates (Koppen classification Cfa, Dfc, and Dfb), revealed model P3, with PCM 3-M182/Q29 within its wall to be the most efficient. Less heating and cooling energy is required for model P3 than for the other models. The total energy requirement for P3 is lower than P0 by: 1.90% for the Nis climate, 1.79% for the Belgrade climate, 1.77% for the Novi Sad climate, 0.91% for the Kopaonik climate, and 1.27% for the Zlatibor climate. Since model P3 was shown to be the best in terms of heating and cooling energy requirements, the positions of PCM within its wall were analyzed for each location, namely the PCM positions just beneath the exterior wall portion, in the middle of the wall, and just beneath the interior wall portion. The results showed that the mid-wall PCM position was the most efficient for each location. Compared to P0, the total energy requirement for P3 with a mid-wall PCM position is 2.37% lower in Nis, 2.41% lower in Belgrade, 2.14% lower in Novi Sad, 1.06% lower on Kopaonik, and 1.77% lower on Zlatibor.