I believe the standard philosophy on this is with the axle installed from the right, if it binds on the bearings, it will rotate in a direction that tightens the nut. If it is installed from the left and binds it rotates in a direction that actually loosens the nut. From the factory they are all installed from the right.
With that said, I have the axel on my Heritage installed from the left. The pipe makes it diffficult to install from the right. I have never had a problem.
That is just me, and I cannot recommend doing what I have done. It is your own decision, and you accept all risk if you install your from the left. It is not recommended. My lawyer told me to say that.
Just read the thread Vienna posted. You will get many opinions on this. Do what makes you feel safe.