It's usually easier to spread things around. For research you need the right number of civilian and military labs, and the cheapest way to do it is to spread them out among your planets to avoid spending resources developing to the max (in the beginning, anyway, towards the end you need to fit a lot of things so you develop anyway). As for production, depends on the empire size, really. With large empires it makes sense to have several shipyards spread around so you can quickly build ships where you need them built. Vasari have an easier time with this, since they can just have one shipyard at their homeworld and a network of phase gates for direct travel

But as Multi said, usually you don't want your labs/trade stations/refineries on the front lines either