I will center the door in the opening and then shim where the hinges are, then when even space shim the other side where the throw is located. Some screw the hinge side directly to the side stud and then take up all the space on the throw side. Some times, especially on exterior doors, this will not allow the throw to go into the wall stud and make for a very insecure opening.
My rough opening will not be too wide to allow too much space to shim in. I like my rough to be about 1/2 to 3/4 wider than the door. Any more, and I will sister that in.