There’s no right or wrong here, but how you decide to outline your artwork can have a dramatic effect on the final look and feel.
If we take this character design below for example. The left hand side is outlined using a solid black key line whilst the right hand side is using darker colour tones of the main colour in which it outlines.
Outlining in black has always been my preferred choice as it is quicker to work and helps define the character from the background more. When you outline using colour tones it means you start to work with a much larger colour pallet and you have to be more careful on which lines overlap of things can start to look messy.
If you look at Disney, you will see that they have always favoured the colour tone outline as this does give a more natural and subtler feel, which always seemed to suit their style of animation.