Sardine: flyline, belly (not butt), or shoulder. Up through bottom/top jaw for sinker.
Anchovy: (what are these, even?) flyline = collar. Same as sardine with sinker rig—can be a deadly rig for albacore on the slide.
Mackerel: mostly shoulder hook. Same hook methods noted if sinker fishing.
Same as TOTW, except Sardines with sinkers get the hook cross ways through the clearish triangle just in front of the eyes. This lets them breath more naturally and swim longer and stronger. Mackerel flylining, around the front half of the anal fin meat (just behind the butt) side to side. If the Mack if on the big side for the target species, I'll shoulder hook.
If the fish are near the boat and/or a bit deeper, I usually butt hook because that increases the odds that the bait will swim down, although it doesn't live as long.
For a long soak and/or to get the bait into the current, I usually nose hook as Wade K describes. The bait doesn't go as deep, but it lives longer, plus I can fish the retrieve with a nose hook. If using a weight I also nose hook.