where to place these modules?
 

I got my sound working in gentoo be modprobing these modules:

i810_audio 21160 1
ac97_codec 9512 0 [i810_audio]
soundcore 3332 2 [i810_audio]

so I do not have to modprobe them by hand, is it most logical to place them in
/etc/modules.autoload.d
or is their a more appropriate place?

Yes, /etc/modules.autoload.d is the place to put them.

There should be a sample of how to add the module reference at the end of the file related to the kernel you are using. I run Gentoo so the file I edit is named /etc/modules.autoload.d/kernel-2.4. You should have a similar file specific to your distro I would imagine.

Run dmesg or lsmod in a terminal to check and see if the modules loaded correctly after you have booted up.