The short answer is before the power amp, which may be your digital audio interface, PA, or amplifier. In relation to your other effects, the placement varies depending on your goal. Usually, you’ll want any drive or dirt pedals before your preamp.
Modulation and time-based effects can work in either location. For example, if you want to use a delay to further saturate your signal, place it before your preamp. If you prefer pristine repeats, place it after your preamp and distortion pedals.