I do it straight on HubPages first. That way, I can see the layout, length, etc.
I press done editing, then I copy and paste the whole hub (pictures and all) into Word and do a spell check and grammar check, and make corrections on both copies. That way, I have a backup, and the spelling and grammar have been checked.
When I do it the other way, it is too cumbersome for me to take it piecemeal back the other way, set up capsules, etc. Plus Word isn't really compatible with HubPages, so I would have to delete extra spaces, etc.
Sometimes it even increases the score of the hub, since it has views, and time before it is even published.