in the general case, the path is dota/sound/weapons/hero/[hero name]/[spell name].wav. it doesn't work straight away with all spells, though. some have sounds that they alternate between, others loop, etc. in those cases, you'll need to alter the script that runs their sounds, and in any case, you'll probably have to look at it to know what to name your sound fille.

you're going to need gcfscape for this. use it to open pak01_dir.vpk (in the root dota folder), and you'll see a listing of all the dota assets. navigate to scripts/game_sounds_heroes/games_sounds_[hero name].txt. right-click it, and extract the text file to somewhere. open it up, and look for the name of the skill you want to change. there will be a line starting with "wave". that's the path to your sound file. you can just drop your file in that path, and it will override the default sound.

if there's a block that looks like

"rndwave"
{
    "wave" "[path]"
    "wave" "[path]"
    ...
    "wave" "[path]"
}

then it's a skill that picks a sound at random. you'll have to either add all the files in the list, or edit the file to replace the whole block with a single "wave" "[path]".

if you edit this file, you need to place your copy in dota/scripts/game_sounds_heroes so the client uses yours and not the default. you might also want to edit it if you have an mp3 and don't want to convert it, since the dota client will play mp3s, but all the sound files are wavs by default, and you'll need to change the extension. just be aware that if you do this, when an update gets released, you'll be using older versions of these game_sounds_heroes files for whichever ones you change, which might cause the audio to be a bit weird. hasn't really been a problem for me in the past.

i'd also suggest adding snd_updateaudiocache to your autoexec to make sure the client picks up all your overrides. don't forget -enable_addons, either.