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It depends, but usually I would say that is what /usr/local/src/foo is for. Then the install goes in /usr/local (./configure --prefix=/usr/local). However if you you are installing something nasty that that doesn't install cleanly (ie wants all it's files in one place) you can use /opt/foo for both the source and the "install".
Oops, after seeing knudfl's post I realized that the op wants to know where to get the source, not where to put it.
As knudfl points out it depends on which program you are talking about. Are you talking about packages that come with your distribution? If so your distribution should provide an easy way to get the source (required by gpl and similar licenses).
Can you tell us what program you want the source to and/or what distro you are using?