wherever you want. This is Linux/Unix, not Windows or OSX. You don't *have* to run GNOME or KDE.
Some very different offerings from GNOME and KDE are FVWM, Fluxbox, GNUStep, and a host of other options exist. They have costs and benefits to them, like everything that exists. Check 'em out! Heck, old-skool things like twm is available in Fedora (perhaps in the Extras or Fusion repos, but they're there)