Where to put utility (not administration) stored procedures in SQL Server?
I would put them in a Utility database.

Putting stuff in the master database is something to avoid as it stores information related to the system configuration.  If there is a problem with the master database, your SQL Server will go down.  It's probably ok to put normal stored procedures used for server level troubleshooting like sp_WhoIsActive but I would never put a CLR based procedure in there.