I have only done 4 extract batches myself, but I have always left the trub behind. Keep the siphon above the sediment at the bottom so it doesn't suck it up. As it gets to the bottom I then gently rock the bucket to about a 45 degree angle and get as much as I can before I start seeing the trub coming with it. That is part of the reason to rack to a secondary, to get clearer beer. You will have sediment (trub) at the bottom of your secondary as well. When it is time to bottle or transfer to keg you will want to leave that behind as well.
I only brew Ale extract kits so far and technically there is no reason for me to transfer to secondary but I do just to get my beer as clear as possible.
Some other may respond with the case for getting your beer off the trub to reduce the chance of off flavors but so far I have never brewed anything that needed extended aging. 2 weeks then into the keg for me!
Good Luck.