Where should actor messages be declared?

If the official Typesafe Activator template activator-akka-scala-seed is of any importance regarding Akka's good practices the messages should be part of companion object as shown in the following PingActor actor (copied directly from the template):

package com.example

import akka.actor.{Actor, ActorLogging, Props}

class PingActor extends Actor with ActorLogging {
  import PingActor._

  var counter = 0
  val pongActor = context.actorOf(PongActor.props, "pongActor")

  def receive = {
    case Initialize => 
      log.info("In PingActor - starting ping-pong")
      pongActor ! PingMessage("ping")   
    case PongActor.PongMessage(text) =>
      log.info("In PingActor - received message: {}", text)
      counter += 1
      if (counter == 3) context.system.shutdown()
      else sender() ! PingMessage("ping")
  } 
}

object PingActor {
  val props = Props[PingActor]
  case object Initialize
  case class PingMessage(text: String)
}

Note PingActor that holds all the accepted messages by the actor (as you may've noticed it's not followed strictly since PongActor.PongMessage is also accepted, but not defined in the companion object PingActor).

From another question How to restrict actor messages to specific types? the Viktor said:

The common practice is to declare what messages an Actor can receive in the companion object of the Actor, which makes it very much easier to know what it can receive.

The Akka team recommends Message should be defined in the same place the props method should be: in the Receiver's Companion object because the Receiver implements the receive partial function and needs to know about all the messages it supports. Also, multiple senders can send a set of messages (implemented by the Receiver), so you cannot put it in one single sender.