There are two schools of thought:
On the one hand, the choke can pick up magnetic-field hum, typically from the nearby power transformer. So the choke should replace the FIRST resistor, allowing the later RC stage to attenuate any hum that gets into the choke.
On the other hand, the choke provides a higher impedance than a resistor, so if the last (third) capacitor is a high-audio-quality cap then you want it to isolate it as much as possible from the earlier, crappier capacitors in the power supply. So the choke should replace the LAST resistor, and be located and oriented to minimize pickup from any nearby magnetic component.