The sound quality is the same though all of them, so it's up to you. I have many ins/outs on my interface, so use the 2 xlr main outs to record in stereo if I want (you can do the same with the 1/4" outs) usually mono though, the direct out runs the clean guitar signal for possible re-amping later.
Unusual part of my setup:
My unit is just used for recording (never leaves) so I also have one set of the outputs from the interface goes to the alternate input and return input on the Kemper. When recording I can have tons of plugins running in my DAW at max buffer size, and no issues with latency because it's all monitored on the Kemper, you can hear the DAW playback and your live guitar. (which can be panned in the rig menu).
Alternate approach would be to monitor direct from the audio interface. Pretty much every interface should have this ability in one form or another- either with driver software or onboard knob. Record monitoring in your DAW can be problematic if you're running many plugins (or have an old computer like me), you get glitches unless the buffer size is increased, which causes latency delay.