Of course, it’s always appropriate to put the TMG firewall on the edge of the network – that’s what it was designed for!
However, if you have multiple firewalls options on your network, you might want to place your TMG firewall in different locations depending on your requirements.
For a great discussion on this subject, check out Jason Jones’ article on this subject over at:
DEBRA LITTLEJOHN SHINDER
MVP (Enterprise Security)