depends really on what you're doing, and how consistently you do it.
When teaching people, it's best for them to keep their feet still so that they learn to use the sling and it removes one of the common inconsistencies from the throw.
Personally I generally take a step forward with my off leg. But keep my back foot planted.
That way you just bring the front foot back to reset and your position has not changed - which for target shooting, is important.
I'm not a believer if running or pirouetting before a throw.
But if it works for you, then it works for YOU