Another way of looking at it is, if you have as your domain:
The place to put it is:
The only time you need a favicon link tag on the page, at least as far as I know, is when your live web space isn't a domain unto itself. Like I have:
I put a lot of stuff up there to show people things. But it's not its own domain, so - if I want a favicon, I have to put a favicon link on the page.