Ceramic tile on conrete floor: caulk or grout to cinder block wall
There isn't a right way to do this.  In my opinion I would grout the area unless it is razor thin.  In most cases this won't be uniform as a wall isn't exactly flat and so you may end up with a rather large gap in some areas - more than 1/8th inch.  If your grout does crack in the future it looks just fine with a layer of caulk over it.