If you want to avoid interoperability problems, I'd do what RonShap suggested;get a combo unit. Probably a breaker rather than a recept.
If you don't use a combo unit, put the AFCI closest to the load. The GFCI uses a differential current transformer to look for current imbalance between hot and neutral, so it will work equally well no matter where it is placed in the circuit. The AFCI uses a digital signal processor to listen for the high frequency signature of a sputtering arc. And that sound changes with distance from the fault due to cable impedence. So the AFCI should be closer to the load. i.e. a recept.
Right now I think the major application of the AFCI is in dwelling bedrooms. There was an investigation by NEMA (or maybe the CPSC) that said that a significant percentage of electrical-related housefire fatalities were caused by smoldering extension cords running either portable AC units or portable heaters. The failure mode was a "sputtering arc" that was hot enough to eventually ignite adjacent combustibles, but not a solid-enough short to trip a breaker or fuse.
AFCIs are still pretty new technology. There is a major war going on right now between the codeheads who are trying to write them into the NEC in the name of safety and the building trade associations who are fighting them. The building trade associations are fighting approval of ACFIs on a jurisdiction-by-jurisdiction basis because of units' cost and the cost of electrician call-backs to replace poorly performing (nuisance tripping) units. All of this has left the AFCI manufacturers in a awkward position and dampened the market, and hence development of these items.