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Actually, when you think about it, a pigtail is more electrically sound (for receptacle circuits) in that it doesn't depend on the connections to the outlet for a continuous circuit run. It is like a T connection off of a straight line. Both are entirely acceptable, often chosen by preference. I too rather pigtail as I can better manipulate a receptacle with 3 wires connected than 5 and I also choose to plant the pigtail deep in the box before putting the outlet back in place.I think it is more electrically sound to connect the incoming/outgoing Romex directly to the outlet/switch, but I don't know what "The Code(tm)" has to say about this.