I would go for the latter. You wont lose quality as the files do not get re-encoded.
If source is HD interlaced set fields to upper in the export settings.
If you use a preset you get two files one for video and one for audio. Import those into Encore, make menu and burn.
If I were you I would watch some tv as one does not import projects with their assets. Just projects, but you cannot do this with PPCC and Encore CS6. Only with Premiere CS6.
Most tutorials also apply to CS6.
if you have Premiere Pro Cloud you may not import premiere projects into Encore CS6 since dynamic link does not work between versions... you must export MPEG2-DVD out of P-Pro and import the two (audio and video) files in Encore
CS5-thru-CC PPro/Encore tutorial list http://forums.adobe.com/thread/1448923 may help
The bottom section of the link above has several Adobe links, and other information, on downloading Premiere Pro CS6 and the bundled Encore CS6, and the TWO ADDED downloads for the Encore library content, to author a DVD or BluRay... and the tutorial list includes learning how to use Encore... pay particular attention to the picture in reply 3 at this link - https://forums.adobe.com/thread/1516173 (picture first posted by Ann Bens and reposted by Stan Jones)
Thank you - I have been watching tutorials all day, hadn't quite found the right one yet, although I have learned a lot of stuff!
I am trying a dvd using toast first, which is simpler, then will move on to Encore to learn that.