Hi,
It doesn’t really matter what's the method used (AFAIK Symantec doesn’t recommend any specific method). All of them do pretty much the same; the users should use the one more convenient and easy to collect their sensitive information. I tested in past the same set of documents with different indexation methods and the results were similar in terms of monitoring / performance.
Are you using 14.0? In the new DLP version it's possible to use a Remote IDM Indexer to create a pre-index file.
Cheers,
Morgado