It depends on what you don't want to see!
If you have a bright spot in your sky, then put the obstruction (roof) in that direction. Otherwise you may like to consider the prevailing wind direction to give you some cover. E-W gives you everything at some point, bit if you are in to time dependent stuff on the ecliptic (like asteroidal occultations) then maybe not...
You can never get it right, but you can try and get it least wrong