Depends on the field and your school. At some schools, you have to do the sub-I at home. At other schools, you have some leeway. Also, in some fields, you must do at least one sub-I away, even if your school requires that you do the official one at home.
As for advice, I would say that if you don't need additional letters from your home school, and you don't want to stay there, then by all means do your sub-I away. If you're going into a competitive field, you may need a letter from your home Chairman, and you'll probably need to do your sub-I at home. But if you do your sub-I away, and not an additional one at home, and your school does have a program in that field, be prepared to explain why.