Sentries! Your little beeping buddies are the reason God put Engineers on this earth. Used correctly, they can lock off areas to all trespassers until special tactics can be mustered. Keep disrespectful varmints off your capture points and away from your intel, while you rack up kills sitting on your butt. It's the American Dream! Make sure to effectively deploy your sentries to reflect upon said Dream as accurately as possible.
There is one classic choke point that you've surely seen turreted before: the space between the courtyard scaffold and the main upstairs room (sen-2fort.jpg). There's a reason why you are familiar with this location. It works. Very well. Every player using every path leading to the intel room has to pass this point, be it a lowly Soldier slowly plodding up the courtyard stairs, or a nimble Scout leaping up to the battlements. A level 3 sentry here will render all invaders into a fine red mist, assuming that you keep a watchful eye. Make sure that the sentry can see around the immediate corner, so that Pyros cannot sneak up the stairs and flame your sentry. The remaining threats are the ever-present: Demomen, the ubercharged, and, of course, cowardly Spies. The cover in the courtyard is awkward for Demomen, as they would have to fire from almost directly underneath your sentry, but it certainly is not impossible for them to squeeze a couple sticky bombs up there if they have time to concentrate. The elevation and wide-open area will help knock back ubercharged invaders, but if they really want it, they will take it. And Spies? It is the inevitability of an Engineer's life; what you build, they will destroy -- a cosmic balance. But you can deny fate for a while by shooting everyone and everything, bursting into laughter as disguised Spies flop to the ground.
Defending the first stage will be quickly over, one way or another. Either the attackers will fold without difficulty or they'll storm over both points without delay; the outcome will depend more on your teammates than your sentries this time around. Sentry placements are terribly unsafe with short corners that let big angry guns get really close to your sentry, but if your teammates can keep the opposition busy, it'll do its job. Tuck a sentry in the corner of the capture point shack (sen-dustbowl1-2.jpg) or behind the ammo shack on the left (sen-dustbowl1.jpg) as a secondary point.
The second stage brings a couple of near-invincible spots. Placing a sentry in the doorway of the upstairs control-point shack (sen-dustbowl2-3.jpg) will create a strong base filled with ammo and health. Again, make certain that the sentry can see past the other side of the doorway to avoid creeping attacks. On the second half, set up shop in the corner near the spawn (sen-dustbowl2-2.jpg) to keep the capture point free of nastiness. Alternately, you could start with a sentry on top of the ammo shack (sen-dustbowl2.jpg) to harass the initial rush, but this placement probably won't last too long as it's exposed from all sides.
The third stage is chock-full of wonderful choke points just waiting to be fortified by your eager sentries. Utilizing the room connected to the spawn point on the right (sen-dustbowl3.jpg) gives you an elevated spot that cuts off access to the capture point. As long as the sentry isn't on the edge, it should be out of reach of the Spy's sapper. If the first capture point is lost, the door to this room is locked, so shift to the second point behind the corner near the bridge (sen-dustbowl3-2.jpg). The short corner might allow heavy hitters to get close to your sentry, but your teammates should be scrambling all over this area, keeping hostiles distracted.
Well and Granary
Both maps play out similarly for sentries. At the start, sentries should be staked on the middle capture points, from the doorway of the battlements of the middle building in Well (sen-well2.jpg) and the top of the shipping containers for Granary (sen-granary.jpg) . Perched atop these boxes, your sentry is a prime target, but the elevation gives it dominion over the entire capture point. If things are turning sour for the team, the Engineer should set up a final defense at the last capture point. Placing the sentry against the wall towards the large open area (sen-granary2.jpg) (sen-well.jpg) will ensure that the careless attackers, hungry for the final cap, will be blown to smithereens. With such a big area, they might step beyond the sentry's field of vision, but hopefully you can retake the second capture point before they learn to give it wide berth.
With the map constantly changing, it can be tricky to lock down a solid plan, but there are a couple of spots you can always trust. A sentry at the top of the stairs in the power plant (sen-hydro.jpg) will swat away most intruders. Similarly, a strong sentry at the top of the large outdoor stairs (sen-hydro2.jpg) should keep the point clean, but it is hugely exposed to Solider rockets when the door opposite it (behind the stone column in the picture) is open.
These locations are by no means the end-all, de facto, only worthwhile positions for your sentries; adaptability and innovation are very important. Otherwise, the other team's just going to keep trotting the Demoman and Spy out to the same tired spots. Keep them on their toes. But as general guidelines, a good sentry usually has cover, range, and a bit of surprise on its side. Oh, and a last tidbit for budding builders; do not stand between your sentry and your foes. You'll end up chewing on a rocket. Engineers really need to learn how to program a little paternal appreciation with that wrench.