I can't place my hand on it, but I remember reading that assuming you do not overload the circuit, it is better to have everything plugged into the conditioner. There are many very fine high-end reference conditioners with enough plugs for a whole HT system including separates, so the designers built them to hold the whole system.
E-Mail or telephone Mike Vansevers at Vansevers.com and see what he has to say. Mike is an engineer and builds some very fine conditioners for whole systems. The regular customer service address will go to him, or try mike@vansevers.com