Fwiw, I’ve done both. Placing a piece of heavy/thick spun fiber filter material or a foam rubber pad under (maybe beside also) your return pump, will do more to reduce vibration than anything else. Whatever you do, think about what will be the easiest, for you to access & remove the pump for cleaning or possibly repair/replacement. Bad things often happen at inconvenient times!
In this hobby, I’ve found that convenience may run a close 2nd, 3rd or 4th behind patience, as far as what’s most important.
What may matter most to the corals is consistency. Make creating that as easy as possible for you!