It's personal preference. I like to start clean once a year when I get a new phone, but it's fine to use the backup, even if it was created on a jailbroken device, if you want to save a little time.
I have had it work fine numerous times but recently my wife has had a few problems with backing up from a jb backup. That's the only reason I suggested it. I agree with you about setting up as new whenever I get a new phone. Nice to start clean