It depends on how you usually knit or purl sts, I guess, and whether you want it to be purled or knit on the other side. Short answer - both. Try out a sample, knit a row, turn and purl a few sts, then stop halfway through the next one, turn it to the other side and see which direction the yarn is wrapped and continue it. That's for a purl row and you would insert the needle from the front to the back if your knit row is facing you. For a knit row on the other side, again, knit a few sts, then turn and see how the yarn wraps around the needle; it's probably the same for both purls and knits, but the needle would be inserted from back to front.
sue- knitting heretic