First off, with all the preamp/DIs I've used (MXR Bass, SansAmp, REDDI, and ME Super 800 Plus), I've gone the route Ampeg suggests. Like I said, with a 20 foot cable and my flock of birds, never an issue.
That said, start practically. If you think you might need to tune mid-set, or just generally want a single switch to tune and cut out the signal chain, then Ampeg's suggestion is the obvious way to go. BUT if you just want a one switch solution, you can run the tuner from the Through output and just leave the tuner on all the time, and switch whatever else off that keeps the signal from going to the amp/mixer/etc. I don't really think it makes much difference. I tend to use he tuner switch for tuning and hush my amp when I want my amp hushed - which doesn't help if I'm going through FOH, but in my current situation that's rare. At my last church (silent stage), I'd have needed another switch in the chain to shut the signal down. So for me, tuner first just makes sense for all situations.