I think typically people start them out in 'services.js' since effectively models in angular are constructors that are created, and then injected whenever you need a certain type (so you have a service that returns the constructor function).
A good example of this is how the tutorial treats the restful 'Phone' resource, creating a service that injects the resource where necessary. I've started calling them 'models' rather than 'services' internally as well, so it's interesting to me that others are too.
