Generally, max. They aren't really gain controls - they're attenuators so they should be set full open unless there's a compelling reason not to (like a pre-amp with overly high output).
I'd set them such that you just drive your amp into clipping with the preamp volume knob at max and using your "hottest" source material. This will maximize signal/noise ratio in the system and give you finer adjustment range on your preamp volume control.
Is this used in conjunction with other amps? or perhaps the amps inside an AVR? If so, then they should be set, to as closely as possible mimic the gains in the other amps used at the same time.
Haven't really had a chance to try out the amp since I got it. As soon as I have a day off I'll be watching one of the movies I've watched before to see how it sounds.