It depends on what kind of edge you would like. Sometimes it's easier to seam if there is a stockinette edge (knit on one side, purl on the other) and I've seen recommendations to keep the edge in garter st (knit the edge st) for easy seaming.
For scarves, I like to slip the first st in the row and knit the last stitch in order to get a neat chain edge that looks very clean.
It's basically personal preference. Try different kinds of edges and see which you prefer.