It depends on the post. If I am announcing a new article or video on my blog, then it goes to both. Miscellaneous random thoughts just go to Twitter.
However, I also maintain separate personal and “blog” identities on both Twitter and Facebook. If any of my personal friends and family members want to follow my Diablo II blog they know where to find it but I didn’t want to overwhelm all my friends with gaming updates so I keep them separate.