I guess it's time for the fall, 2012 iteration of this question. Most all the answers will be, "Do it like I did it."
I did it east to west. Points in the favor of this direction include the following:
- Get past the east while the temperature and humidity are reasonable
- When you hit Kansas, you'll want to leave early in the morning to beat the heat and winds. Going west means the following cars' drivers don't lose you in the glare of the early morning sun.
- You get to follow the early settler's path - most of the U.S. was settled east to west
- You get more time to get acclimated to the Rockies' altitudes
- Do the Appalachians and Ozarks look little after you've been through the Rockies?
On the flip side, you'll have more gradual climbs in the west to get you toughened up for the eastern mountains.
Ignore the wind arguments unless you're cycling at 30,000 feet. Most of the predictable winds are in Kansas and come out of the south; riders in both directions think they're getting headwinds when it's actually a crosswind.