It depends. Like said before, do what feels comfortable as long as it doesn't fool with your accuracy or other parts of your motion. i used to bring back my leg towards second base, but when i would do that, i couldn't keep my head still (partly because i couldn't see the strikezone that well), and i wouldn't keep my weight back. Now i just pick the leg up, set it back down and drive. It's all what's best for you. Nolan Ryan and Maddux (at least nowdays), just picked their leg up, Lincecum pulls it back to second base, and Beckett takes his foot back to second base. Do what feels right.