It really depends on what you want to do after. Most people go to classic palm, but too soon, and the spectators see their hand "tighten" as they lift the coin from fingertip rest to classic palm (obviously, ruining the illusion).
The best coin magic is magic with no apparent transfers of coins from one palm to the other. So, depending on your routine, I recommend going straight into WHATEVER palm you need the coin to be in for later (but not so soon that it ruins the retention vanish).
Scott.