Around 6 - 12 month ago Lightroom changed its color management option giving greater control of the colour management in you images , however this is not the easiest of subjects to get your head around! Personally I in general prefer to use the colours and the tones delivered in the shot and processed in the standard Lightroom bounds. With care not to over cook your image this is a very useful skill to have in your tool kit if you want to give that great shot a wow factor. These videos give a great overview of how when and where to apply Split Toning in Lightroom.
Also take a look at this colour grading