As pointed out by @Michael Kjörling, the answer is different for different regions of the world. The DARC (German HAM Radio Club) published a rather good overview over the preference frequencies for different digimodes on the HF bands valid for the IARU Region 1 (Africa, Europe, Middle East, northern Asia):
CW: 1'810-1'838, 3'500-3'580, 7'000-7'040, 10'100-10'140, 14'000-14'070, 18'068-18'095, 21'000-21'070, 24'890-24'915 & 28'000-28'070 kHz
PSK31: 1'838, 3'580, 7'040#, 10'140, 14'070, 18'100, 21'080, 24'920 & 28'120 kHz; 1 KHz bandwidth (e.g. 10'140-10'141 kHz) for QRP, +2 kHz (e.g. >10'142 kHz) for PSK63 & PSK125
MFSK16: 1'838-1'842, 3'583-3'600, 7'043-7'050, 10'143-10'150, 14'080-14'099, 18'103-18'109, 21'080-21'120, 24'923-24'929 & 28'080-28'150 kHz
Olivia+: 1'843, 3'583, 7'043, 10'143, 14'073, 18'103, 21'073, 24'923 & 28'123 kHz (bandwidth < 500 Hz); 14'107.5 kHz (Olivia 32/1000)
WSPR: 1'836.6, 3'592.6, 5'287.2, 7'038.6, 10'138.7, 14'095.6, 18'104.6, 21'094.6, 24'924.6 & 28'124.6 kHz
Hell+: 3'584, 7'044, 10'144§, 14'074, 18'104, 21'074, 24'924 & 28'074 kHz
Fax: 3'735 & 7'165, 14'230, 18'110, 21'340, 24'930 & 28'680 kHz (partially also used by SSTV)
SSTV: 3'735, 7'165, 14'230, 21'340 & 28'680 kHz (also used by FAX)
Digital-SSTV: 3'733, 7'173, 14'233, 18'1625 & 21'340 kHz
FreeDV: 7'190 & 14'236 kHz
# It's recommended to use frequencies above 7040 kHz (40m band goes up to 7200 KHz) for digimodes, as 7000-7040 kHz is reserved for CW.
+ center frequency
§ Used by the Aurora-Bake DK0WCY, too.