I dump it all in. I don't make an effort to get every last bit of trub into the fermenter, but I've given up on pouring it through a sieve. I have had no issues with clarity, head retention, bitterness, etc.
My batches are partial mash, so perhaps I'm not getting as much trub as you might with a full all-grain batch. But I am mashing 6-8lbs. of grain. My hops go in hop bags.