I've only recently got into complexes but I'm enjoying them. I treat them as another form of cardio so if you can do them on rest days that'll probably be better, just in terms of spreading the calorie expenditure about, but I don't think it's the end of the world if you do them after your workout. That's what I do anyway.
Weapon of choice for me is the Evil 8 Complex. 6 reps of deadlift, SLDL, bent row, power clean, front squat, push press, back squat and good mornings. 90 seconds rest and then 5 reps of each. 90 seconds rest and then 4 reps… 3, 2, 1. As long as I'm thinking about quitting halfway through the 5 rep set then I know I've got the weight right :)