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I had been putting them into their own directories in /opt, but then I realized why people installed them into /usr/local; you don't need to update your PATH and whatnot ten million times. While I like to be able to compartmentalize my programs, the utility of being able to access them all so easily by having them share directories is too great.
I'd make a directory to store all the sources, so if you need to recompile later you'll have them in a single, convenient spot. /usr/local/src or /opt/src is what I'd suggest.
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