should Clustered index be saved on the same filegroup or partition schema as it's table saved on?

I run a nightly reindex/rebuild script taken from Lara Rubbelke's Blog. It works well and only reindexes/rebuilds when the indexes hit a certain threshold of fragmentation or density: http://blogs.digineer.com/blogs/larar/archive/2006/08/16/smart-index-defrag-reindex-for-a-consolidated-sql-server...