Connect everything to the switch. If you get a gigabit switch, your file transfers will stay within the switch and file transfers will stay at max speeds whereas the router ports are more than likely 100Mbps which will be a ~90% decrease in performance.
sorry if this may be off topic but you seemed to be knowlegable about these sorts of things. i am looking to optimise my connection speed on my ps3. i want to do this but i still need to be able to run 2 ps3s at once both online gaming. i currently have a cable modem hardwired to a wireless router hardwired to two different ps3's. would it be possible and provide optimal connection speeds if i purchased a switch and used this instead of a router? my cable modem has 1 ethernet port if i hard wire my ps3 directly from the modem it will not find an ip address. if i set it up so it goes cable modem switch then ps3, ps3, wireless router, (the ps3, ps3, wireless router all off of the switch) will the 2 ps3's find an ip address? the reason i say to go to the router after the switch is so i can unplug the router when i dont use it, this way i have the optimum connection.