This's a whole question debated endless times and, I can assure you, it will hunt you down as long as you'll use the Triaxis.
Now, speaking of the Fx route:
Using the Fx loop:
-Pros: you can phisically bypass the fx unit turning the fx loop off (on per-patch basis 'cause you cannot turn it off/on via midi). The tone may feel more tube-like having the signal passing through V5 tube. If you use the recording out you'll have the processed signal in it.
-Cons: having to pre-program each present to have the Fx loop on/off. The signal may clip in the Return stage (depending by the kind of Fx unit and setting). You loose the spill-over of delays and reverbs when switching from a Fx-on preset to a Fx-off preset. The tone and volume difference between Fx-on and Fx-off presets may be a pain in the *** to get rid of.
Using the Fx unit between the Triaxis and the Poweamp:
-Pros: more freedom in programming. Less cables. Avoiding the possible clipping in the Return stage. More uniformity in presets volume and tone. Delays and reverb spill-over.
-Cons: the whole sound get ever processed through the Fx unit. You cannot bypass the Fx unit if needed. Depending by the Fx unit the tone may feel less tube-like and more digital.
Aside those obvious things the only real thing you've to care about is your hear: play more, experiment, try different combinations and, when you get something that sound best to you, stick with it 'till you find something better. I think the real use intended for the Fx loop was about the recording out and, maybe, for using non-programmable units. I use a G-Major for the Fx, I've used it in series between the Triaxis and the Poweramp before, now I'm using it in the Fx loop and I'm sure I'll use it in series again when my needs will require it.