For IPAs, I'll dry hop in the primary as fermentation subsides and then dry hop in the keg. I do this because I normally want to get the IPA on tap ASAP after primary, so this gives the first round of dryhops more time at higher temps. They do this at Firestone-Walker and Bell's.
In the keg, I'll tie my hop bag to a (never-used) fishing bobber with fishing line.
I think suspending the hops extracts aroma/flavor compounds faster, AND if I want to remove the hops, I can.