A friend of mine does demonstrations in Japan on English cream teas. The correct way to make a cup of tea, if using a pot, is to put milk into the cup first.
There is a very good reason for this; fine porcelain is fragile, pouring tea from the pot could cause an expensive cup to crack, milk is added first to avoid the temperature shock.
I always put milk in my mug along with the tea bag, this allows me to accurately judge the strength of the tea, because I like it fairly milky but strong.
Unless, of course, I’m making green tea or Oolong, where even the taint of milk is strictly forbidden.
And please, no comments about how I make my tea, because that would be a major error.