I prefer threaded inside slip outside. That is my preference. There really is not a wrong way as long as it doesn't leak. I have had more issues with threaded fittings weeping, not really leaking, just a small bit of salt creep.
I use spears true unions. Mainly so when the pumps turn back on, it does not pump a bunch of air bak in the tank. You want a system that if the check valve fails it won't drain your whole tank into your sump/floor.
If you get a true union you can clean them as regular maintenance.