Anywhere in the switching loop will usually do; obviously, you want it in the branches most involved with the current in question (e.g., between
+switch and -switch of a half bridge, not just hanging out there in series with the output branch). The supply side is typically the handiest, as it does not include gate drive ground loops, and is already at a high voltage so doesn't care much about transients and noise."Switch" encompasses anything of diode, BJT, SCR, MOSFET, IGBT.
The hardest thing you will find is clearing this advice from your mind: "minimize inductance". There are cases where such a suggestion is possible to follow; it's rarely the case in modern designs. The instruction should rather be, "optimize inductance". Which should feel more intuitively comfortable to the engineer (who must compromise everywhere: actually minimizing something is an alien task).
Tim