bringing the neutrals to the switch is a good idea as it saves doing the connections in cramped loft space and testing is easier, however if the customer wanted grid switch's/dimmers etc then you might have a space problem,
always use a deep back box
my boss is oldskool and goes ape if he see's neutrals at the switch so i hide my other cables in capping and pull through the last few inches later
in my opinion there are pro's and cons for using either method
looping in and out of light is good when you are wiring center lights, this is also helpful when you need temp light's as you can just liven the feed via a switch next to cu that will bring on all the lights and wire the switch drops later , keeps the builders of your back too
looping in from switch is good when you wire spot lights that come ready assembled, these light normally only accept 2 cables so you cant have feed in/ feed out/ switch live unless you use a jb which i think is a bad thing because there's more to go wrong
when you wire the other kinds of spots which you have to connect to a heat resistant cable then you have to use a joint box at every light unless there really close together, which i why i suggest using the assembled kits