If Sheldon's way has some advantage to avoiding serious damage from a dropped chain and you don't want to run a spoke saver disc (AKA "dork disc") then I'd say follow Sheldon's way. A chain dropped down between the last cog and the spokes can cause a really bad day. I know because despite my care it happened and I had to relace a blown wheel due to following fashion rather than common sense.

If you choose the sensible but less fashionable course and use a spoke saver disc then run the key spoke either way according to whim. ALL my bikes since that time have proudly worn their "dork discs" and to hell with any that say they are not needed.