There are two ways to apply a clamp. To use the method you describe, the diodes would be zeners, two 15 volt units would work. You can also clamp to the plus and minus op amp supplies with regular diodes. This is probably the method I would use as the input voltages are then referenced to the op amp supply voltages. To use this method, a diode with its cathode connected to the +15v supply and anode to the cap end of the input resistor of the opamp and a diode with its anode end connected to the -15v supply and its cathode connected to the cap side of the input resistor. If the input rises above the opamp's plus supply by one diode drop, the diode will conduct. Conversly, if it falls more negative than one diode drop below the negative supply, the other diode will conduct.
The bypass caps for the opamps should be located close to the power input pins on the opamp package. The reason for putting them there is that it effectively creates a local supply of stored energy for the opamp to draw on for fast transient performance.