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.