A sour mash in the kettle or mashtun helps to keep all your equipment downstream bug free. It also allows for greater control over how sour a beer will be in the end. A brewer can pour lacto into a warm (~100°) mashtun and taste daily to find the level of tartness they like.
All this talk is making me want to brew a berliner.
Souring in the kettle post sparge is a good option as well. A good fitting lid is required, but I have heard of others laying plastic wrap on the mash surface. From what I have heard, if you kettle is small enough, an oven with the light on is a good way to hold a warm mash over a day or two.