How to point domains to mapped WP Multisite subdomains

I'm pretty sure I have everything all setup for my first Multisite install. However, I'm trying to figure out some of the details of the domain mapping thing. I'm actually fairly certain I have it all setup correctly, except I'm unsure of how to setup the domain itself. I purchase my domains separately from my hosting, then point them over using nameservers. Should I just add the domain as a addon-domain in cpanel, or should I do something at the registrar level to point it to the WP-created sub-domain it's been mapped to?