Obviously the best protection for a locomotive is to install from hot to frame inside. But unless you have an engine disassembled it is would be quite a task to do a roster. Gun Runner John does it when he is doing other electronic or smoke work on an engine but I don't think he disassembles routinely to install TVS. Installing it at the distribution T-strip for extending railpower is about as close as I can get. i also usually place one near the transformers.
Before 180 PoHos when I was using pw ZWs I put them on the binding posts: