[BrianG]

Most ESCs have them right near where the power wires are, so anywhere near there is fine. You could even solder them to the actual power wires too; just strip back a tiny bit of insulation as close to the board as possible, wrap the cap's legs around each wire, and solder in place. You probably should find a way to insulate that area a little to prevent shorts. If you use a wired cap (like Novak uses), keep it as short as possible; makes no sense to use a low ESR cap if you add wire resistance.

The caps are marked with a stripe or even a - symbol on the negative lead.