If you always remember that we thread toward the flat (ie, if the flat is to the left - we thread right to left), you know which way the needle will go in every time.
For which way to thread - you can look at the last thread guide, and that will tell you. For instance, in the picture that Cogito posted, you can see that the in the first illustration, last guide is pulling the thread to the left, so we thread left to right. In the second illustration, the thread is pulled to the right on the last guide, and we thread right to left.