I agree with the statements above but would like to recommend to add some thoughts:
if your filter has significant insertion loss and/or limited power capabilities it is better to place it before the final PA.
Assume you are operating a 200W PA at 50W to keep it very linear for DATV and your filter has an insertion loss of 1dB
then you probably do not want those additional losses attenuating your precious power ...
Kind regards
Matthias