It depends on your situation. Many people choose to put it in a safe place that their Agent knows about and can access quickly if needed. Others choose to leave it with a trusted third party such as their lawyer, with specific instructions about when to release it.
If you do this, however, it is important to remember that it may be many years, if ever, before your Personal Directive is needed, and the person you have left it with may have moved away or even died in the meantime. You may wish to leave a copy with your family doctor.