It depends, really. If you decide to connect it to the input your amp, you do want to disable the amp modelling in the pedal (assuming that's possible).
I can think of three ways to hook this up. I'll list each way and reasons why you would choose it:
Connected to the PA
You should consider connecting directly to the PA if:
- You don't have a very good amp.
- The PA includes good stage monitors or an in-ear monitoring system.
- You trust the engineer who will mix the show will do at least a decent job.
- You have a PA you can practice with along with your band to be able to practice show levels.
- You want to take advange of the different amp models in the pedal.
- You need to keep stage volume very low (houses of worship, cruise liners, corporate gigs, some weddings, and other gigs not primarily rock concerts are typical situations like this).
Connected to the input of your amp
Consider this connection if:
- You have an amp you like, that you know well, and that you're used to playing through.
- You mainly want to use the effects available in the pedal and not the amp models.
- You play in a variety of situations where you don't know what kind of PA will be available.
- You practice at gig level with your band without running your guitar sound through a PA, and you want gig sound to be as close to practice sound as possible.
- You use feedback as part of your sound (it's harder, but possible, to use stage monitors for feedback).
Connected to the effects loop return of your amp
This is a bit of a hybrid between the other two options. It's almost like using the power stage of your guitar amp as a mini-PA just for guitars. Try this if:
- Some of the points under "Connected to the input..." apply to you, but you want to use the different amp models.
- You can enable the amp models in the pedal and also disable the speaker simulation in the pedal.
On that last point, if you can't disable the speaker simulation then you're likely to get a pretty poor sound if you run through an amp, since you'll have speaker sound on top of speaker sound which can get very honky.
And one more idea: You could pick up a decent keyboard amp and use that as a mini-PA, so enable the amp modelling and speaker simulation and then use the keyboard amp on stage the way you would use a guitar amp. A keyboard amp is more full-range than a guitar amp, so it is more like a mini mono PA for just one instrument.