it really depends about what you need to achieve with the Analog HEAT. it can be used in so many ways… And regarding what exactly you trying to process with it, the routing and place in the chain will vary… Also sometimes you need to try before or after a certain configuration to hear what’s sounds better… Also the HEAT is a chain in its own right ( DRIVE > CIRCUIT > DIRT > Multimode FILTER > EQ )
With all crazy Modulations capabilities on top of that and how much scenario can be covered by the HEAT ? making hard to reply without a precise context.
When I use it as a master effect chain it’s between my Master Output from my Mixing Desk and the PA system. So I can shape Extreme and then coming back to a more soft processing (exactly like a New York Compression or Parallel Compression)
When I use it creatively it can be track processing, Bus Processing, a Module in a Modulation Processing…
I never use it in Ableton Live as a Send-Return instead create Audio Tracks and make an Audio Bus myself so I can Resample the Processed Signal more easily.
Hope that helps a bit.