Either works. The warning about using the motherboard connectors is mostly that you don't want to try to plug a lot of fans into a single connector. I will caution you that if you plug them into the molex connectors from the PSU, you will not be able to use software to control the fans.
That's one way to look at it. However, you can use software to automatically speed up the case fans when you're using the GPU/CPU or when they reach certain temperatures. It's certainly not necessary by any means.