It probably depends on your local setup. If your drive is connected via USB and the local network is wired, it should work okay either way. If your drive is hooked but faster than USB2 (USB3 or eSATA) or wireless on the pro version, then backups will be much quicker from PC direct to the hard drive. I have a pro and only wireless g, so I backup to a directly connected PC eSATA port instead of USB, and then later back up the backup to a pogoplug drive for double redundancy. Drive letters can also be a little less stable on the pogopolug and could cause it not to run if the pogoplug desktop app stops working.

I think even on a wired network, backup will be a bit slower to the pogoplug drive than direct to a USB since it has to convert the backup data to Ethernet then back to USB protocol along the way. If done in off times it probably won't matter, but I prefer backups to complete quickly.