I do not think it matters at all what direction you wrap in. You should try to maintain uniformity in your head by paying attention to the wraps in streamer heads and such, since it will stand out if you don't. The only think I try to avoid, is making your wraps to far apart (or walking the thread). If you do, when you tighten your whip finish, it will pull them together and form a lump when they bunch. They will still hold fine though regardless.

Ralph