That is somewhat of a given. Anything that is acquired as part of event parsing (timestamp recognition, host name, etc) must ALWAYS be done on the first parsing node to touch the data. Indexers are parsing nodes, as are heavy forwarders.
As a best practice, if you have something in your topology outside of indexers and universal forwarders, I would suggest making that information part of your question to begin with. Also, ESR's http://www.catb.org/esr/faqs/smart-questions.html is always a good read to help remind you how to focus technical questions in a way that helps make the community able to best assist.
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