In a 3 tier SharePoint Environment where do we Disable the loopback check? Do we do it on all the servers? or Any specific? like WFE or App what about the SQL Server?
If you are going to access the site only through the web front end servers . You only need to Disable the loopback check on the WFE's. i.e. if you added only the WFE's in the alternate mappings.
Check this article for disable loop best practices
First of all, definition of loopback check: "The feature prevents access to a web application using a fully qualified domain name (FQDN) if an attempt to access it takes place from a machine that hosts that application."
So, take a look at your environment, and list the scenarios when you'd be accessing the sites hosted by the server from that same server. Usually Search crawl is one clear case, assuming you have HOSTS file pointing FQDN to 127.0.0.1 (or server IP), so search would be crawling "itself".