tag. You can also find this documented at the developer.yahoo.com site here. (It's the fourth recommendation in the list.)
I generally put the scripts at the bottom, before my '' tag and have had few issues with this. I've noticed that this helps performance on older browsers like IE7 a lot more than it does with newer ones like FF3.6, Chrome and IE9. The older browsers only support 2 parallel downloads, whereas the newer ones support something 6 connections. The blocking, as a result, isn't as noticeable.
Hope this helps!