For the cleanest signal, go directly to the recorder. The thing to understand about the Mackies is that the line in goes through the preamps. What happens is that the line level signal is attenuated to mic level, then sent through the preamp to be re-amplified, and only then goes through the rest of the channel strip. So the signal goes through a fair amount of electronics before it even hits the boards' eq.
This is not unique to the Mackie. Most budget boards have this setup, no matter the manufacturer. It's important to take a look at the signal flow schematics of any board you use, just to see what is actually happening to the signal.
There is a way to bypass this routing, at least with Mackie boards. You plug into the insert jacks just to the first click. The inserts are line level and don't go through the preamps. Again, consult your boards' schematics, but I'm quite sure this is how it works.
So, if you want the most pristine signal, then you need to go straight from the preamp to your recorder, bypassing the board. Then eq later when mixing.