Sprue former should be attached to the bulkiest portion of wax because:
The sprue former should be attached to the bulkiest part of the wax pattern because of the following reasons:

This will minimize the effect of released residual stresses by the heat of attaching the sprue.
It will ensure that the thinner cross-section of the mold will be filled completely.
The melt will always be fluid enough and available until all lesser dimension sections are adequately filled.