This totally depends on the way you want to work. I rather prefer having the TI stream into Cubase directly via USB since this is way more flexible and there's no D/A A/D conversion necessary, since the signal gets streamed digitally into Cubase.
Additionally to that the analog outs of the TI cannot get delay compensated when using the PlugIn, so you need to manually delay all Midi tracks triggering TI sounds routed to the analog outs to get the signal back in time.
