99 % of the time I'll take the fastest and shortest route to Tape (Pro Tools) when tracking. If I'm using an outboard Pre, I'll patch straight from it into the MTR returns on the patchbay, totally bypassing the console.
Most Analog consoles should have an EQ bypass switch. The less stuff you run your signal though, the better and cleaner the quality. Some analog warmth is good, but too much can really dirty your signal up.