I used to just pour almost all of my batches, unless they were so loaded with hops that they'd take up too much room in the fermenter. In those cases, I either poured through a big strainer (like a big spaghetti strainer), or if I was using a bucket, I'd line the bucket with a big santized mesh bag, pour the wort in and then pull out the mesh bag. Mostly, though, I just poured it all in.
Just recently, I have a newer system and leaf hops clog my pump so I've been finding ways to strain out the leaf hops (pellets don't clog up my system at all- they go right in). I haven't noticed a bit of difference in my beers, so I don't think it matters a bit. Just do whatever it is that is easiest for you.