Michael,
I actually had to check to see how I wire... Turns out I wire both ways.
If the distance is short, there is an advantage to holding down the mouse. You don't have to click again to wire it to something. It's locked to the object by releasing the mouse. That can actually save you one click at the cost of holding down the mouse a bit longer.
An added bonus you get with releasing the mouse, is that you can fix corners in the wire by clicking.
I found out that I make the decision to hold the mouse or to release it unconsciously. Must be a break even point somewhere...
Regards,
Wiebe.