**Core Concept**
The dorsal column-medial lemniscal system is a pathway in the spinal cord that transmits sensations of fine touch, vibration, and proprioception. The primary afferent neurons responsible for transmitting this information have their cell bodies located in the dorsal root ganglia.

**Why the Correct Answer is Right**
The primary afferent neurons of the dorsal column-medial lemniscal system have large, myelinated axons that transmit information from the periphery to the spinal cord. These neurons have their cell bodies located in the dorsal root ganglia, which are clusters of nerve cell bodies located outside the central nervous system, within the dorsal roots of the spinal cord. This allows these neurons to synapse with the secondary neurons that make up the dorsal column-medial lemniscal pathway.

**Why Each Wrong Option is Incorrect**
**Option A:** The substantia gelatinosa is a region in the dorsal horn of the spinal cord that receives input from primary afferent neurons, but it is not the location of the cell bodies of these neurons.
**Option B:** The anterior horn of the spinal cord contains motor neurons, not primary afferent neurons.
**Option C:** The posterior horn of the spinal cord contains secondary neurons of the dorsal column-medial lemniscal system, not primary afferent neurons.

**Clinical Pearl / High-Yield Fact**
The dorsal root ganglia are a key structure in the spinal cord that allows for the transmission of sensory information from the periphery to the central nervous system.

**Correct Answer: D. Dorsal root ganglia**