Outside of everything, assuming you don't have spinnaker sheets rigged. They should only go under the lifelines at the last possible moment.
If, like me, you are lazy and like to keep your fenders on deck for short sails, then you can run your sheets under the fender lines so that when you pull the fenders on deck, the sheets are now outside everything again (if this doesn't make sense to you, you might have your fenders tied on differently. You'll figure it out).
s/v Laelia - 1978 Pearson 365 ketch
s/v Essorant - 1972 Catalina 27