In the cathodes they don't make too much sense. I guess you want to use them for their sound and not for authenticity's sake. So you want to put them in the places where you have big signal voltage drops across them, which would be mainly the anode. Or the cathode for the follower.
But be aware of several things: you will have to buy some more resistors, because they really measure all over the place. They are extremely sensitive to temperature. Soldering too long will throw their value off or even damage them. And over the years of use their values will drift further around. Might attribute to a distinctive sound for one unit, but this is also the reason why no vintage amp sounds the same as the next one. You are probably well aware of the distortion and noise characteristics, so in the end you will have to try and see if it's what you expected and if the shortcomings are ok to live with.
Despite the fact that for example a Mallory might sound a little bit different than a Wima cap in some cases (and in some not), I still like to think that it's the circuit that determines the sound. With all those nonideal components, and actually most are to some degree, I change the circuit and not the type of component I use, to achieve something specific. But maybe that's just me. Have fun!