I have done borders both as I go and turning. For me it is just a matter of what works for that quilt. Free hand, I will usually just quilt as I go. If I'm doing a panto all over, I just treat it like just one big top..ignoring the fact there is a border. If i'm using a panto, or I'm doing a special treatment in the border ie: meandering feathers of a swag that needs to be centered, I turn. If I'm going to turn, I baste the sides and SID if appropriate as I go down the quilt. This give me a nice straight line to pin when I turn too. Hope this gives you some ideas.