I'll say "it depends".  The fact that there is no measurable recombination in males CAN influence your cross design.  Do you have several segregating loci on the same chromosome in one of your fly lines?  If yes, do you NEED recombination between these loci?  Then, use that fly as the female.

In all other cases, such as you don't want recombination or all loci of interest are on separate chromosomes, then it doesn't matter.  Classically, you would set up reciprocal crosses anyway.