Personally, I'd just cure it in the tank. That will start off your nitrogen cycle and combine two steps in one. Plenty of people (myself included) have done it this way. Of course, if there's a lot of life on the rock that's going to die off, you'll either want to remove as much of it as you can or use the separate container method just so it doesn't end up on the bottom of your tank.
Obviously, once your cycle is complete and you start adding livestock, you'd want to cure any future live rock in a separate container.