+1, either way is fine. As long as you are careful when you siphon over the beer to keg/bottle, having the extra trub in the wort/beer doesn't really matter. Some of the hot break/cold break proteins are actually good for yeast health!
I used to filter out the break material before I had an auto-siphon. Now, it's so easy to siphon over without disturbing the trub layer at all, that I just throw it all in the fermenter.
Primary #1 - Midnight Ryeder (Midnight Wheat and Rye)
Primary #2 - Florida Weiss
Primary #3 - Kane-DOH APA (Honey Citra APA)
Secondary #1 - Downtown Flanders Brown (brewed August 2012)
Keg #1 - Raspberry Florida Weiss
Keg #2 - Cinnamon Raisin Cider
Keg #3 - NONE!
Bottled - NONE!