Mr. Deaf, pardon the very late reply, but nothing in your message indicates that you know where (in the mikes, the preamp or the recorder) the overload was occurring. Depending on the answer, you might not even need attenuators.
Most preamps have an input circuit stage with a significant, fixed voltage gain, followed by a variable gain stage that includes the gain knob or slider, leading to the output stage (which has some fixed gain that is generally rather low). Most recorders are similar, except that the variable gain stage feeds an A/D converter that's followed by the recording system itself. If the preamp or recorder has a high vs. low sensitivity switch, that usually controls the feedback around the input stage (more feedback = less gain).
Level indicators in preamps and recorders generally display the signal levels at the output of the variable gain stage. Thus if the input stage has suffered any overload, the resulting distortion will be passed through to subsequent stages and ultimately the recording--but the level indicators won't show any problem except in extreme cases (i.e. if they "top off" at some fixed level below 0 dB no matter how loud things get in the room).
You didn't tell us what type of preamp or recorder you were using, or how their level controls were set. Do you know the input overload limit of your preamp--the maximum voltage that its input circuit can accept without distortion? (For Schoeps mikes, that should be at least half a Volt; a Volt would be better.) Do you know for sure that the preamp is powering your microphones correctly? (Underpowering a condenser microphone can drastically reduce its maximum SPL.) And as with the preamp, do you know the recorder's input overload limit?
A pair of in-line attenuators can be useful diagnostic tools. With semi-pro or consumer recording equipment and professional condenser microphones, the most likely place for overload is the inputs of the preamp--and if "padding" those inputs solves the problem, you have both your diagnosis and the cure all in one.
However, another such diagnostic tool is even cheaper: If you reduce the gain of your preamp while turning up the levels on your recorder by the same amount, and the distortion goes away, then that was the problem.
Finally, just to answer directly the question that you asked: Attenuators should be placed immediately before the component that's threatened with overload. The idea is to let the signals up to that point remain at full level. That is particularly important when hum and RFI may be present.
--best regards