I have to admit having three pick ups from the sump and none from the back of the head is alot easier and tidier. But if you had the head return already from a wet sump setup and converting to dry sump, rather then removing it, it can be simplier just to connect that line to one of the scavenges.
Either way works fine, it just depends on preference i guess. I believe peterson suggest two coolers as the ideal option, one before motor and one after. I would also filter the oil before it goes to the cooler, helps stop any crap from getting caught up in it, as they are pretty well impossible to get perfectly clean.
Ive said it before...but make sure you use the inline filters on every scavenge point! Thats a must, if you dont want to do it, refer back to my ballbearing in peterson pump gear thread.