For me it depends on what I'm working on and if I'm lunging in a round pen or on a line. In a round pen I use both turn in and turn out. I use turn out to teach the horse to sit on their haunches and roll back. This is used in a lot of western disciplines under saddle. I teach the horse to go off of different ques for different turns and stops. If I want the horse to turn in I give them lots of space, if I want the horse to roll back I step into them. I also teach the horse to stop and stand. If told to "whoa" the horse is to stop and stand still in the direction they are moving. This allows me to either ask for forward motion again, a turn either in or out, or for the horse to come to me.
If I'm using a lunge line I always ask for a turn in so the rope doesn't get messed up. On the line I teach the horse to move the shoulders both directions so they can stop and turn quickly if asked. The horse is never to step into my space unless asked there first. If I'm asking for a turn they are to do it at the end of the line and just sit back and turn their shoulders around (this takes lots of practice on shorter ropes before it can happen on the end of the lunge line). Again if they are told "whoa" they are to stop and stand facing the direction of travel until told what to do.