Io ho sempre scritto il riferimento esponenziale dopo il segno di punteggiatura (o parentesi o virgoletta) se si riferisce alla frase, mentre subito dopo la parola se è strettamente necessario per quel termine. Come dice Ivan, il caso di una parola che necessita di nota a fine frase è probabilmente raro, ma in quella eventualità io farei prevalere un criterio logico a uno estetico, mettendo quindi il riferimento sulla parola e prima della punteggiatura.
Per completare quanto scritto da Claudio, cito anche l’Oxford Guide of Style:
Note references can be cued in several ways. The most common is by superscript figures or letters. Place in-text footnote cues outside punctuation, but inside the closing parenthesis when referring solely to matter within the parentheses. Normally cues fall at the end of a sentence unless referring only to part of the sentence: a cue at the end of a sentence represents the whole of the sentence:
Causes for infection were initially thought to be isolated.16 (This was rapidly discredited.17) Even so, specialists in England18 and Wales19 reached different conclusions during subsequent tests. […]
In general, cue references in text by superscript (superior) arabic figures. Do not use numerical cues in mathematical setting of any kind, as cues attached to equations or other mathematical symbols, since they may be mistaken for superscript figures.
For mathematical setting, or for a second set of cues, use symbols or lower-case superior italic letters. A second set may be necessary where differentiating between footnotes
and endnotes or, in the case of scholarly editions, between original footnotes and those supplied by the volume editor.
Mentre curiosamente ho trovato indicazioni contrarie nei riferimenti sulla lingua russa:
In text, superscript footnote-reference figures precede punctuation marks and are followed by a thin space: …ero1 .
Ciao.
Luigi