As close to the engine as possible. Cats need to be hot to work. The reason dual cats are rare on production cars, is that a single bank of cylinders usually has trouble properly heating the catalyst. Ideally, the cats would be in the exhaust manifold. Actually, there is some research being done on manifolds with integral converters. Supposedly, they will eventually be standard equipment, and offer greater efficiency with less backpressure.
Just remember two things:
1. Dual cats are no more legal than no cat. The laws are quite specific about the emissions equipment remaining exactly as originally-installed. Enforcement is low, but if you want dual cats to remain legal on principle, save the money, 'cause they aren't.
2. Catalytic converters reduce some pollutants, but increase others. They aren't an "environmental" thing. They are a smog thing. They reduce smog-forming pollutants, but increase overall pollution. So if you want them in order to save the environment, think again...
But, it's your car, and if you want to have dual cats, just try and get them as close as possible to the engine, so they will warm up.
Joe