As far as how the trading feature works, it won't matter as the site will match a member up to all of your combined want lists. As far as personal preference, I generally put mine with the collection it will end up in if I get it. The good thing is, the site is smart enough to know if you have put a card on a wantlist in a different collection, so if you add to a wantlist en masse, it won't put a second one on your wantlist unawares.
I'm going to reevaluate how I collect after the new year. It's just getting way too expensive for the new stuff. Sometimes I just want to buy a pack, not a whole box or even blaster.