TheOneRing.net reports that the Hobbit will start shooting soon, and will start shooting indoors:
Rumour has it that the first six months of filming in 2010 will take place in the studio
While the report is unconfirmed at this time, it does seem likely that the Hobbit will feature more extensive studio scenes, seeing how a lot of locations are indoors – Bilbo’s house, Goblin Town, Beorn’s House and the Lonely Mountain just to name a few.

Comments:
zach:
Hmm interesting.. How much of the LotR was filmed on sets?
Freek:
You mean in studios? Well, I would guess all the indoor scenes were.
roytjuh:
The scene with Sam and Frodo on the cliffs going to the cave and being in the cave where on set. And in the forest was on set, just like the other scene's with Ents. Climing the mountain was also on set. More I can't really remember for now.
zach:
Yea I remember all those, it has been forever since I watched the making of videos that came with the Extended Edition.