So long as you're removing old water/detritus, it inst an issue which section of your system you do it at. I like to switch it up... One water change, ill do only the Display. ill blow off the rocks and let the crud settle to the bottom and siphon it out. Next water change, ill concentrate on the sump. Then the next i may do half and half, just depends on what im seeing. Which ever is dirtier, gets the most attention.
I also use a MJ1200 to pump my water from my mixing bin, into my sump, then turn my return on to pump it to my display. I try not to pump right into the display. not that it will hurt anything. its just easier in the sump.