Under the battery tray, under a hollowed-out windshield washer jar, inside the car under or behind the glovebox, or mounted to a custom bracket that uses existing holes. Running the wiring alongside an existing harness helps hide that part. It's generally considered a good idea to keep those units cool or at least have airflow past them. Personally I'm against drilling holes in cars, and the less clutter in an engine compartment, the better it looks to me.