Always always always retrohale... I couldn't imagine the point of pipe smoking without it... even when eating food a significant portion of the flavour you perceive comes from scent.
Now, with cigars, I still retrohale... but I make a point to do it much lighter... say, exhaling 90% of smoke from the mouth first and the last 10% or so from nose due to the much higher pungency. Whereas a pipe I do 50/50 all the way to near 100% retrohales.
When I smoked cigarettes, and the rare occasion I still do, I would always exhale primarily through the nose. And, believe it or not, I was never addicted; just a social/occasional smoker. But I enjoyed the flavour which is why I exhaled through the nose. I posit that you can tell those cig smokers who are solely addicted to the nicotine and don't appreciate the tobacco flavour by watching them solely exhaling through the mouth.