In English, "always" is an adverb of frequency. It is placed after the verb "to be", after auxiliary verbs, and before other verbs.
In He is always tired, "always" is placed after the verb "to be" (is). Note that "tired" is an adjective that modifies the subject "he".
- He is always tired. - after the verb "to be"
- He has always been thin. - after the auxiliary verb "has"
- He always runs before breakfast. - before the verb "runs"
Aweful waffle is definitely correct about the basic rules. For emphasis, however, one could move the time adverb to the end, but it would have to be some kind of afterthought: He goes to the store--often. Otherwise, it is definitely the wrong order and the kind of mistake a learner of English would make.