I try to center on the CG as best I can. 

I would think that if the weight box is NOT in line with your CG, centrifugal force will try and get it there.
Depending where you located it on the tip rib, that could be detrimental to line tension,  i.e.- placing it too far back on the rib might try and rotate the outboard wing fwd (LH yaw). Think of the tip weight as a small pendulum. Engine offset and/ or rudder offset would counter this effect, but why have two forces (no matter how minute) fighting eachother?

I would think that if the weight box is NOT in line with your CG, centrifugal force will try and get it there.
Depending where you located it on the tip rib, that could be detrimental to line tension,  i.e.- placing it too far back on the rib might try and rotate the outboard wing fwd (LH yaw). Think of the tip weight as a small pendulum. Engine offset and/ or rudder offset would counter this effect, but why have two forces (no matter how minute) fighting eachother?

While I can agree with your statement, the practical arrangement seldom allows us to place the tip weight in a direct line from the center of the leadouts, through the CG, and to the outboard wingtip, which would be the best location.

So, we often make compromises, and placing the weight box as near as possible to the thickest portion of the wing, at the outboard tip, is one of them. This is even more of an issue when we use the traditional tip weight box.

Using a tube as Randy does is likely the better way, as weight location can be placed, easier, into the best location.

The moment arm, between the optimum location, and the thickest part of the wingtip, is very small, especially considering that the relationships change with changes in Cg, and leadout location during the trimming stages. It's all a set of compromises.

I would think that if the weight box is NOT in line with your CG, centrifugal force will try and get it there.

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Think of the tip weight as a small pendulum.

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A model airplane, whether it is control line or not only has one center of gravity.  Adding any weight at the tip only changes the CG to move on the lateral axis towards that tip weight.  If the tip weight is mounted forward or rearward of the longitudinal CG position, then that additional tip weight will change the longitudinal CG position, albeit very little with the "normal configuration of our stunt ships.  A tip weight is not an independent mass swinging freely out there in that wing tip.  A tip weight only contributes to the location of the CG.  That single CG position is what tries to align itself with respect to the leadout position.
 
Ideally, one would want to add tip weight so the the longitudinal CG position is not changed (assuming that the ideal longitudinal CG position has been established).  However, the position of additional tip weight, whether closer to the LE or TE will have significantly less affect on longitudinal CG position than the consumption of fuel during flight.