I agree with Dave. My lines are all run back to the cockpit for a number of reasons:
1. It is much easier in a pinch with sailing solo or short handed to raise and lower the main from the cockpit. Although from the cockpit I need to use the winch more than I would at the mast, you are within arms length of all your major controls.
2. If you had an urgent problem, it is pretty easy to just "pop" the main halyard out of the cleat or stop and drop it to the boom without loosing control of the tiller/wheel for more than a second.
3. If you are using help while raising or lowering the main, it avoids the need (although not always the impulse
) to yell at the crew helping, since they are right there, not forward on the cabin top.
I will admit, that on a full-crewed boat I would prefer to have the main halyard at the mast, but I rarely sail that way. Therefore, my set up is similar to Dave's and others and it works pretty well.