To add some other, alternative schemes to the mix: it's possible to define a number of (almost) regular grids on sphere-like geometries by refining an inscribed polyhedron.
The first option is called an icosahedral grid, which is a triangulation of the spherical surface. By joining the centres of the triangles about each vertex, you can also create a dual hexagonal grid based on the underlying triangulation:
Another option, if you dislike triangles (and/or hexagons) is the cubed-sphere grid, formed by subdividing the faces of an inscribed cube and projecting the result onto the spherical surface:
In either case, the important point is that the resulting grids are almost regular -- so to evaluate the region of highest density on the sphere you can simply perform a histogram-style analysis, counting the number of samples per grid cell.
As a number of commenters have pointed out, to account for the slight irregularity in the grid it's possible to normalise the histogram counts by dividing through by the area of each grid cell. The resulting density is then given as a "per unit area" measure. To calculate the area of each grid cell there are two options: (i) you could calculate the "flat" area of each cell, by assuming that the edges are straight lines -- such an approximation is probably pretty good when the grid is sufficiently dense, or (ii) you can calculate the "true" surface areas by evaluating the necessary surface integrals.
If you are interested in performing the requisite "point-in-cell" queries efficiently, one approach is to construct the grid as a quadtree -- starting with a coarse inscribed polyhedron and refining it's faces into a tree of sub-faces. To locate the enclosing cell you can simply traverse the tree from the root, which is typically an O(log(n))
operation.
You can get some additional information regarding these grid types here.
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