The correct answer is "It depends on what voltage you want to measure."
Also, the "ground" lead isn't really a ground - I would say it is more correct to call it a "reference" lead. It is very often connected to a "ground" point (or chassis or earth as the case may be) as this is a very common reference point.
This may sound like a bit of a cop out - but the truth is, you can put either leads anywhere you like on a circuit to measure any voltage you like....
BUT
To get meaningful measurements you have to know what it is you are measuring. First thing to understand is that a voltage measurement is a difference in potential between two points. One point is taken as a 'Reference' point and, by definition, is given the value of zero volts. If you take the other probe from your meter and touch the same point, it's going to read 0.00 - pretty obvious.
If you have a circuit diagram - with voltages noted - the answer to your question is simple. Find the section of the circuit diagram that you are interested in and locate a point where it says the voltage is shown as zero. This will be your reference point - and where you place the voltmeter "ground" lead.
If you have a circuit diagram but it does not show voltages, it is most common to use the negative rail as the reference point. This is not a universal piece of advice - as the whole measurement paradigm gets somewhat more involved if you have dual power rails, which can be found in a number of circuit topologies. Op-amps are a classic.
When it comes to anything in a car, you are usually safe to reference your measurements with respect to the chassis.
In your home audio, this tends to be true - but it's not always safe to rely on that. Firstly, let me state quite clearly, that if you are doing measurements on the audio circuitry, you do not want to put your reference lead ("ground" lead) anywhere near the AC side of things. The audio circuitry may share a common connection with the AC - and that's OK - but if you are measuring the audio circuitry, it's best to keep the voltmeter's "ground" connection closer to audio circuitry.
It can be difficult to be all-encompassing with this advice - especially when some manufacturers can get rather creative in how they physically lay things out - but hopefully this will give you an idea. Maybe some other members have a better way of describing things....
One very important piece of advice - don't measure mains on a meter that isn't rated for it. All you need is one unkind surge and your meter could explode.