<p><strong>Dear Friends</strong>, 
                I want to download the entire human gene list with the information about their chromosomal location, i.e. that specific gene is present in which chromosome and which arm (p or q). Is there any specific databases to give such an information, please guide me.
Thanking in advance for the replies.</p>

<p>Just use <a href='http://central.biomart.org/martanalysis/#!/Gene%20retrieval/Ensembl?preview=true'>Biomart.</a> Using the Ensembl annotation, you can get a list of Ensembl IDs, the associated gene names, chromosome, position, and band (such as p22.1). You can also filter the results for the exact type of gene (known, novel, etc.) you want. </p>

<p><strong>Edit:</strong> FYI, if you just want the actual coordinates instead, just download a GTF file or follow one of the other answers.</p>
