It really depends, if I am going to do a deck switch with the box on, I am going to switch the deck, place it on the table and maybe go into a coin routine. If I am going froma reguilar deck to and ivisible deck, then I will probably do just the deck, no box.
It really depends on the situation, and just some helpful hints, don't make the deck switch obvious. As well, go slow, you don't need to be fast with a deck switch, as long as you have some misdirection, you should be fine.