here are the pro's and cons i see to having your pcv set up with a filter at the end, or going back into the turbo.
-no oil in the intake from the blow by (all engines have some)
-you can tell right away if its getting worse if you're always looking under the hood. usually when ring lands crack, or when compression rings are losing their ability to seal properly. ps: detonation is the usual cause to this stuff happening to an engine.
-dont have the possibility of compressor surge going back up into through the pcv system. (good for seals)
-oil may get onto the exhaust from there (from the problem listed above)
-you lose the slight low pressure effect of being right before the turbocharger and having the higher pressure pcv gasses flowing (scavenging effect, which promotes piston ring to cylinder wall sealing)
i'd say if you want to be very sure that you're doing the right thing get a catch can and run it back into the intake. keep in mind that the air coming from the pcv has already been through combustion. so venting this to atmosphere is going to have much less of an effect of how the car runs when compared to open atmosphere blow off valves on a mass airflow metered (or karman vortex) system. i vent it to atmosphere, but i have a full standalone... but i did it on the stock ecu too. guess i'm a hypocrite =P bottom line: either way is fine, you may make a butthair more power having it routed like stock.