I've normally seen them on the inside close to the spokes. But if the wheel would be a LOT out of balance, there could also be weights applied inside towards the center of the car. They *SHOULD* clean the surface before applying the weights, but don't count on it being done adequately. I had to take back my wheels when the weights just dropped off while the wheels were sitting in my garage to have them put on again.
BTW a *good* shop, seeing a wheel a LOT out of balance will try to rotate the tire on the wheel to help with the balance. They are balancing both the wheel and the tire, so if the out of balance spot on both winds up at the same place, that can make the tire/wheel combo a LOT out of balance. By offsetting the tire 180 degrees on the wheel that can often greatly reduce the balance problem. So if you see a lot of weights having been applied, ask them if they did that instead of just loading up the lead weights on your car.
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