In my system the hot break stays in the kettle, the cold break ends up in the fermenter with no straining or filtering. I haven't noticed any off flavors, and don't recommend racking from primary unless the beer is actually finished fermenting. When racking from primary, I would not go to secondary unless there is a good reason to do so (dry hopping, adding fruit or bugs, etc). Otherwise I'd just rack to a keg and carbonate it.