One thing that grid chokes are good at is picking up hum from power transformers. For that reason alone I would consider them primarily for the power amplifier output tube grid, where the signal voltage is high.
There are no grids at the output of a preamp, so "grid choke" is a questionable term to use. The intent is to obtain a very high input impedance at the grid of a gain stage, thus not loading the driver stage and improving its distortion characteristic. Same effect as using a choke or current source plate load. Putting one at the output of a preamp is not as bad as installing a carburetor on the transmission of a car, but that's the analogy that comes to mind. If you want one at the line level, put it at the power amp input, rather than the preamp output.