Uh Oh...I must be pin challenged...I do both...sometimes at the same time on the same seam.
I tend to pull my pins from whichever side the head is on as I sew the seam. I try never to sew over a pin, although I have done it a time or two, usually to the demise of my machine needle.
Remember, there are no Quilt Police...pin however is most comfortable for you.
Anita