either way works, it's really up to which is easiest for you. What I have been doing is using adobe illustrator or inkscape and make my own sprite strip first. It may seem a bit tedious, but then I have ordered sprite strips that I can reuse later in other games, etc... and easy way to do this is to take the size of your largest frame, make a square that big, make a strip of the squares which is pretty easy since they are all of even size, then on a layer above it, you can center each of your animation frames above a square (in order). Once you have them all, they should now be evenly spaced based on the position of the squares. You can then delete the squares and export the sprite strip as a PNG. When you import just give construct the size of the square you created (that is now the size of your frames) and it should do the rest by importing all the frames. I am sure there must be other apps that would do this for you, I just haven't looked that hard.
Or you can just use something like spriter and do the save as PNG option to have it create a series of pngs (one for each frame) and then import those. That is what I have started doing for characters. Though for background and platform tiles, etc... I just use illustrator or inkscape still. This way I end up with ordered sprite strips that I can use anywhere in case I have to use something other than Construct 2 later, or if I need to use them in another game they are ready to go.