Should a station in orbit around the Sun travel in the same or the opposite direction to the planets?

It must orbit the sun in the same direction as the Earth and other planets.

The main difficulty in sending a transport to the station will be the the velocity change needed to put the transport into the station's orbit. If the orbit is retrograde with respect to the Earth, then the transport needs to make a massive change of velocity to reach the station, and this needs a massive amount of fuel.

If, on the other hand, the station is prograde with respect to the earth, then the transfer can be made with an economical Hohmann transfer. This is much more important than any apparent benefit of a retrograde orbit passing close to the Earth more often.