I never really thought about it that much. I usually put the amplifier on the bottom, as it's the heaviest component and I'd rather have it near the bottom for stability reasons. The pre/pro goes close to the amp to minimize the length of the cable runs (5 cables) between the two. Signal sources are further from the amp to minimize magnetic field interactions; the CD player (analog output) is near the top.

If possible, the amp should be away from other components because of the magnetic fields it can generate (power transformer, loop area of high current cabling). You must also consider the heat generated by the amplifier; if it's on the bottom of the stack that warm air will flow up through all the other components.