(In practice I'm going to be using sockets for this prototype because that's what Element14 have in stock, but if there's a strong reason to do it the other way 'round its worth me waiting for the stock to come in for the "real" (much bigger, more expensive) project.)
The general convention is sockets for power sources, pins for loads.
The reason is that you can touch the conductor of a pin, so you don't want to have a voltage on it. Sockets are often designed to make it difficult to accidentally touch the conduuctor. Much less relevant now in the days of low voltages, but why not stick to a convention that was usefull back when a voltage could kill.