Same here - always. Primary for a month, then rack to corny kegs. You can charge with CO2 in the lagering process, too. Be careful to transfer only beer (leaving trub), don't shake the keg when putting it on tap, and you won't even have a glass full that is cloudy - in my experience. Then if you want to transport it, rig up a short piece of tubing with QDC's on both ends and transfer from out post to out post to fill the keg with cleared beer.
Blatz beat me to the keys! So...what he said^