It depends on where I'm calling from (which side of the stage). I normally like to have my open ear facing the backstage area, so I can hear if people try to talk to me. But for the last show I did, I had to sit next to the light board op and give the cues verbally right to him, so I wore the headset on the opposite side so I could communicate with him.
If it really doesn't matter, I like to switch ears at intermission, cause those big clunky things become uncomfortable after a while.