let's start with the ideal situation first: create presets on the speakers you will actually use, and the speakers you feel are the most important. if you feel your IEM's are the most important, then create them there. if you feel the audience speakers are more important, create them there.
now less ideal and more normal situations: you'll probably be playing on different PA systems at different venues, so it's impossible to create on the same speakers used. for this, i would create them on the best speaker you have access to. i'd suggest a speaker vs an IEM due to the nature of speakers moving more air and being louder.
the volume at which you create tones is very important too. you can't create a tone at 50 dB then turn up to 100 dB and expect it to sound good. it probably won't due to the FM curve. so be prepared to spend some time adjusting the tone at gig volume. perhaps do most of the work at home, arranging layouts, adding effects, etc. but consider that you aren't done until you turn up loud and adjust EQ and other things at that louder volume.
another thing to consider is consistency. even if you use the same speaker to create your tones, if you are constantly changing rooms and volume, your tones will probably sound different as your ears adjust to the room and volume, thus making you change settings differently.
find a room you can always use to create in. put the speaker in the same place, sit at the same distance, use the same average volume to judge the results of creating your tone. if your presets all sound good in one place, then they can all sound good in another place with some adjustments. usually just Level and EQ needs to change from venue to venue. but if your presets are created in different rooms, with different speakers, etc. they probably won't all sound good comparatively.
so same speaker, same average level, and same room all goes a long way. then adjust your mixer channel or Global Graphic EQ from venue to venue to compensate that different room to your setup room.
