when tuning, say for example from standard to down 1 step, do you just tune it down until you hear it correct, or do you tune it down until you hears it correct and then go down more and tune it up until its correct, basicly what im asking is it better for the strings to be wound up or down?
Dont matter man
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Either way, it's negligible. If it made any dramatic long term damage it could always be fixed.

Strings can be replaced, the truss rod can be straightened, tuning pegs can be replaced; no worries man.
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I have also heard tuning up to pitch helps. I do it out of instinct because I did that when I was a beginner .
always tune up to the pitch, the reason is if you tune down to it your guitar will go out of tune as soon as you start playing hard. try experimenting with a tuner both ways and you'll see. tune, then strum for a while, then check your tuning again. it'll stay in tune longer if you tune up.

i tried this a long time ago when i had a guitar with cheap tuners, and i saw a difference. if you have a guitar with nice tuners like grovers it might not matter, but i still do it instinctively.