Mount the ESC close to the main motor and the battery. The battery-to-ESC and ESC-to-motor wires carry high power switched current and will radiate interference, so keep these wires as short as possible. Do not shorten the wires from the motor, because motor wires are difficult to solder after cutting. Shorten the wires from the ESC which go to the motor instead.
If you are using a brushed motor, the motor itself will be the main source of RFI. Pragmatically speaking, you want to keep your radio and gyro as far away from the brushed motor as possible. This will eliminate and/or reduce the number of radio glitches.
If you are using a brushless motor, the ESC for the motor will be the main source of RFI. So, it is desirable to locate the radio and gyro as far away from the ESC as possible. On a Corona/ECO 8/Logo 10, I would recommend at least two inches of spacing between the ESC and the gyro/receiver.
Switching BECs are also a source of electrical noise. A switching BEC should be placed close to the ESC and away from the gyro and receiver.
Most gyros (GY240/GY401) require mounting on a horizontal surface, but some gyros (Ikarus Profi, CSM LW200, GWS PG-03) require mounting on a vertical surface. Be sure to check your gyro's documentation to see how it should be mounted on your heli!
Make sure your gyro is mounted firmly to the frame and/or to a gyro mount which is firmly attached to the frame. Be sure to use the manufacturer-supplied double-sided foam tape or equivalent to attach the gyro to the frame or gyro mount. The double-sided foam absorbs high-frequency vibration which will cause a heading hold gyro to drift, so the tape is VERY important. DO NOT USE VELCRO to mount the gyro! Do not put a nylon tiewrap, velcro wrap, or other strap around the gyro and frame. This strap will transmit vibrations from the frame to the gyro case. Also, the strap will compress the mounting foam, which will prevent the foam from absorbing vibration.
If a heading hold gyro is not FIRMLY mounted, then this problem will cause tail wag. This will occur because the gyro will be wobbling and will not sense the correct angular position, and will overshoot when trying to return the tail to the "correct" position.
Do not shorten any radio/servo/gyro wires until you have flown a flight or two and have checked for glitching. You may need to move some components farther apart on the frame to eliminate glitching, and if you have shortened the wires this will be difficult.