On Shimano's newer front-derailleurs, they put that little depression into the front part of the outer cage-plate. This emulates the effect of having the tail-end of the caged rotated outwards. So on these designs, you want the FD parallel with the chainring. On older designs with simple flat outer-cage, you'll want to rotate the tail outwards so that it's parallel with the chain when shifted into the big-chainring/small-cog combo.