For remoting 1000Base-T ethernet connector, is it better to remote PHY from magnetics or magnetics from connector?
Put the magnetics close to the phy.  Put the phy close to the mac.  Run the "connector side" of the magnetics a long distance-- after all, isn't that what it's designed for, running long distances?  Running the RGMII or GMII signals a long distance, and board to board, is not impossible but far from ideal or easy.

I do recommend shielding the cable/connections from the magnetics to the connector if you're running them any reasonable distance.  This is so you don't pick up too much emi from inside the chassis, or taking emi from outside the chassis and bring it inside.  

I should also say that I've done this successfully, several times, for several different products that are in volume production.