It's generally at the bottom of the camera body. The reflex mirror permits some light to pass through it, which bounces off a secondary mirror which hangs underneath the main mirror, through a lens, off another mirror though another lens and into the AF sensor:
The reason for all of this bouncing around off mirrors is that the AF sensor has to be exactly the same distance from the lens as the main imaging sensor in order for the phase detect AF to give accurate results.
Here is a cutaway drawing from Canon of the 50D, showing the different mirrors and the AF sensor itself. It appears all Canon DSLRs use the same arrangement for the AF lightpath: