Ok of the 3 options presented, all "work" which is why you have read them, but some work better than others, and with some draw backs.
1. Loop to + battery terminal. This connection is the most "Battery" friendly as it ensures that the battery always receives proper voltage regardless of whatever else the electrical system is doing.
2. Loop to Coil. Coil once started runs through a resistor which drops the voltage down. this makes the sense wire see low voltage and tells the alternator "i need more voltage" the alternator says "OK" and runs up until it hits the internal failsafe around 15v.
3. Loop to fuse block. This one is kind of inbetween 1 and 2. The entire jeep in stock config is ran of a single 10ga wire. When running headlights, heater on full you have significant voltage drop. (Mine goes down to 12.3 in that configuration) If I hooked up my sense wire to the fuse block. The sense wire would say "I need more voltage" and hit the internal regulator and stop around 15 volts output, where the fuse block would be receivning less than that because of the volt drop. This is a good option if you want brigher headlights. If you live in suburbia like me bright headlights are not a big deal.
4. Short wire looping to + output is about the same as hooking to the battery as there is very little voltage drop if you have a large wire outputting from the alternator under normal curcumstances. Its slightly easier to hookup and I dont think there is any benfit of doing the battery hookup personally. I mine is wired in this configuration.
The battery is pretty ok with getting 15v for a while Mine ran for 6 months w/oo issue like that when my sense wire connection got disconnected and stopped working.