Where do I place the shims after replacing hinges?
Shims are normally installed between the jamb and the framing, not behind hinges. If you can't do that, you can shim hinges, but it'll make your hinges protrude and it'll increase the gap there, making your weather seal less effective. 

It's also possible that you've simply run long screws int too far, pulling the jamb outward. If so, simply back them off a bit. 

Your guess sounds right. The answer is "wherever they're needed to solve the problem".