It depends a lot on your method...
If you used a kettle with a valve (especially if you use a counterflow chiller), then you probably want to leave as much of the hops trub and break material in the kettle as possible, so that it doesn't gum up your valve and/or chiller.
Otherwise it's ok to just dump it in your primary. The break material is actually good for the yeasties, I believe.
If you rack to secondary and then siphon again into a bottling bucket, you'll have two opportunities to leave all that trub behind.