The usual recommendation is to put tire chains on the drive axle. So front axle for FWD vehicles and rear axle for RWD vehicles. The Tire Rack and TireChains.com recommend that you chain up all four wheels on a 4WD or AWD vehicle.
Check your owner's manual too. For example, Honda says to only chain up the front tires on a 4WD Ridgeline (this may be more of a clearance issue, but Honda may be concerned about trashing the transmission).
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