I don't think there is a right answer. But, I'll toss in a few of my observations when dealing with the same question.
I had an HR20 for years and now have an HR-34.
In my old setup that had an HR20 to a 70" XBR2 and an angstrom 200/205 receiver ... I sent video to the XBR and audio to the angstrom separately. I had all kinds of trouble keeping the audio in sync even though the XBR was better at scaling. So, I sent 1080i from the box instead of native. This solved the synching issue.
My new setup has HR34 -> Anthem MRX 700 -> Mits L75-A94, I'm sending native all resolutions, using through on the MRX and letting the TV scale. For the HD formats there isn't a huge difference between the HR34, the MRX and TV scaler to me. The pictures look pretty much the same. On the SD formats the MRX is WAY better at scaling than the other two. But, going back and forth between configurations is a PITA and we rarely watch SD material, so I just have all formats selected, NATIVE -> Through on the MRX -> Let the TV scale. I don't have audio synch issues with the configuration so far either.
This is just my solution to my setup. So, keep the typical YMMV condition in mind.