I have them on the input terminals of my MTH terminal blocks as Cappilot shows in his drawing above. I have one MTH terminal block per loop of track, 2 loops. Distance to my track drops from the MTH terminal strips is not all that far right now. I plan to add more TVS when I add on to my layout, but the addition plan is not yet finalized.
If I ever get to my expansion I might consider placing some of them at the track feeds. The best place for them is closest to the device being protected, but adding too many can possibly cause problems as well. Others here are much more knowledgeable at exact TVS placement than I am. I might just be asking the same questions you are here, when I get my expansion plans finalized, if I can't decide on my own.
Gunrunnerjohn puts them in his engines, but he doesn't make a special effort to do so. He only add them when he has to open up and engine to work on it and just adds one while he is in there working anyway. As I recall he doesn't recommend taking an engine apart just specifically to add a TVS.
I just tried to reach a happy medium with them on my layout. Since I have both the PH-180s (extremely fast breakers) and the PSX-ACs I wasn't quite as worried about adding TVS's as maybe others would be without all (or any of) the maximum overkill protection I have.
I am using the same value TVS as Cappilot shows as well, same part number 1.5KE36CA. Got them from Digikey - 1.5KE36CA. I think this is also the one most folks here are using. It's been in many threads here over the years.
