I've never worried about the direction, except that I usually start in the center of my quilt and work towards the edges.
If I have an applique, I will start on the side closest to the center and work towards the edge, so I can smooth out the backing as I quilt. If I started on the far side of the applique, I would risk creating an unquilted bubble of backing.
Then I decide on the direction by which one seems most comfortable and will give me the best stitches, and that changes! I also try to pick a "path" that keeps me quilting the longest without having to stop and knot off.
Janet