Electronic – Buffer, amplify, filter, sample – In which order

Generally a guitar amp would have about 100k (or greater) input impedance - this is because the tone controls and volume controls are about that sort of range. Yours has 10k input impedance. I'd make R8 100kohm and R7 1Mohm

Your 2nd stage is not needed - it has unity gain for the relevant frequencies and your filter cap might just as easily be placed across R7 but obviously 100x lower in value because R7 is 100x bigger than R10. But having said R7 needs to be 1Mohm (above) the cap needs to be 1000x lower like 15pF.

I'd also use an input jack socket with an earth switch integral then you can disconnect the battery when not plugged in.

Do digital Anti Aliasing filters exist for traditional ADCs?

Not in the sense you are discussing. There are other forms of "aliasing", but you seem to be considering only analog to digital conversion. If the signal is already digital (so that you can filter it digitally), then it's already been aliased. It's too late.

Where usually do people put these filters?. On the IC for the ADC itself?

I'm sure you can find ADCs with integrated filters, but it's not the norm. Different designs have different filtering requirements. You may need a linear phase filter, or you may not. You may need very good performance, or you may need very low cost. You might not even need filtering at all, if you know what frequencies your analog signal can contain.

Are physically big filters (e.g. through hole capacitors, inductors and resistors) the norm?

Not really, for reasons of cost. You need bigger components if you need to handle more power. High power is not usually something you need to drive an ADC. It may also be that a particular design requires a high capacitance or high inductance that's attainable only through large components, but a good engineer will avoid it if possible. Much better to use a 2 cent SMT capacitor, than a 20 cent through-hole electrolytic, wherever possible.