OK Keith,
I don't doubt your airborne longevity or personal airmanship. I also agree that for a purely instrument type approach (no FD or AP), it does not matter as long as you know where you are at any given time and you know that you want to either track inbound or outbound, then ignoring the arrow head will get you there.
My point is that you are establishing a bad habit. As an instructor (as it appears you are from your profile) you should set up your students with techniques which put them in good stead for the remainder of their aviation career. By allowing student pilots to fly VOR approaches when the arrow head does not point in the direction of travel will require them to UNLEARN the technique when they convert to a/c with flight guidance and autopilot systems.
Also as Capt Stable has stated if by some mistake you are the wrong side of the VOR at capture you could end up flying along the reciprocal of ones intended track as a result.