I would usually recommend polling through your vCenter for all hosts that are associated. Some environments might have a random ESX lying around here or there that would necessitate polling the host directly, but it's not the norm in my experience and it looks "cleaner" to see the architecture from the vCenter perspective (IMO).
Technically speaking, I don't think it matters much as you are still going to see the same data for the most part. I just prefer the streamlined approach of using the vCenters myself. Of course, others may differ in their opinions.
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