The short answer is in between your preamp and power amp.
Now if you preamp has an fx loop you could hook up your delay using the fx loop of your preamp.
As an extra...
I don't know if your preamp and/or power amps are tube or not... but it' snice to leave a sapce empty above the preamp and power amp if it's tube, because of the heat. If you leave a space you give a bit more air to the unit.
If your preamp and power amp aren't tube, it's not really an obligation as it is with tubes, but still a nice thing for the power amp at least.
I'm using non tube preamp and power amp, and I don't have an empty space between my preamp and power amp, and I got no problem, because what's between them is a shallow multi fx, which I use in the fx loop of my preamp. As I said I could also very well use it pre->multi->power amp... but I chose not to, because of a feature of on my fx loop.
If you got any other questions, please post, if I can't answer it someone else surely should.
