The vacuum line that you splice into should be near the throttle body, so you get distribution of HHO to all cylinders.
If you are using a dual-feel HHO system, then one vacuum line goes to the intake manifold (any vacuum line will work, but try to use one that's close to the throttle, as stated above) and the second line goes to the air inflow hose.
The best vacuum source and the easiest to spot and work with (in most cars I've seen) is the PCV vacuum line.