Where to keep Dockerfile's in a project?

The only restriction on where a Dockerfile is kept is that any files you ADD to your image must be beneath the Dockerfile in the file system. I normally see them at the top level of projects, though I have a repo that combines a bunch of small images where I have something like

top/  project1/    Dockerfile    project1_files  project2/    Dockerfile    project2_files  

The Jenkins docker plugin can point to an arbitrary directory with a Dockerfile, so that's easy. As for CI, the most common strategy I've seen is to tag each image built with CI as 'latest'. This is the default if you don't add a tag to a build. Then releases get their own tags. Thus, if you just run an image with no arguments you get the last image built by CI, but if you want a particular release it's easy to say so.

I'd recommend keeping the Dockerfile with the source as you would a makefile.

The build context issue means most Dockerfiles are kept at or near the top-level of the project. You can get around this by using scripts or build tooling to copy Dockerfiles or source folders about, but it gets a bit painful.

I'm unaware of best practice with regard to tags and CI. Tagging with the git hash or similar might be a good solution. You will want to keep at least one generation of old images in case you need to rollback.