Connecting whole house surge protector to breakers
If the options 


A)  choosing the shortest wire connections 
and option 
B)  connecting the SPD to its own breaker


are mutually exclusive, option A) is more important for the surge suppression, since possible capacitive or inductive couplings are minimzed.

The breaker is needed if the SPD is damaged or has been loaded with too much surge energy resulting in a long term low resistance - e.g. after a near lightning hit. 
The normal circuit breakers (e.g. 20A) are much too slow to cut the surge current, which may be in the range of hundreds or thousands of Ampere, but will only flow for microseconds.

A SPD should be connected as close as possible to the incoming lines (power provider) of the breaker panel or main panel with as short connections as possible. At the same time, these wires should be "lonely" wires, i.e. all other wires should have a big distance to those SPD connection wires again to minimize any couplings.