Gamedevs do it in the render method.

Author: photonstorm

src/utils/Debug.js

@@ -6,10 +6,15 @@
 
 /**
 * A collection of methods for displaying debug information about game objects.
+*
+* If your game is running in Canvas mode, then you should invoke all of the Debug methods from
+* your games `render` function. This is because they are drawn directly onto the game canvas
+* itself, so if you call any debug methods outside of `render` they are likely to be overwritten
+* by the game itself.
+* 
 * If your game is running in WebGL then Debug will create a Sprite that is placed at the top of the Stage display list and bind a canvas texture
 * to it, which must be uploaded every frame. Be advised: this is very expensive, especially in browsers like Firefox. So please only enable Debug
 * in WebGL mode if you really need it (or your desktop can cope with it well) and disable it for production!
-* If your game is using a Canvas renderer then the debug information is literally drawn on the top of the active game canvas and no Sprite is used.
 *
 * @class Phaser.Utils.Debug
 * @constructor