I prefer to train them on both with the exception of using news papers in place of the pee pads. I trained all my pups on news papers from the time I brought them home but also potty trained them for outdoors. The benefit of this is that they know to use the papers when mommy was distracted but will go outside for normal potty trips. To this day all of my babies will use the papers and they are 12, 10 and 5. It great for those stubborn pups who hate the rain, too cold out during the winter months or a sick baby with tummy upset.
Here is how I did it:
Training Tips - Dawn's Yorkies