I've done it both ways. When I first got my vivid I had an ad card from my old phone I installed it in my vivid and connected to the pc in disk drive mode. I recently upgraded to a bigger card I hooked up to my pc in disk drive mode again and put the new card in my pc and copied the data acrossed then added more stuff from my pc. Once done I swapped the cards out in my phone. Hope this helps
The first thing you should do is put it in your phone and format it. Then you can do whatever is easier for you. I prefer Dropbox for transferring files, but I connect to the pc to sync music and pictures. I don't use HTC Sync, though. I could never get it to play nice with my Inspire.