It depends on whether you can catch them without any defense fleets around or not.
The stations themselves are generally a pushover. Most pirate, and even LP stations, can be taken with a single Onslaught and Legion(XIV). They'll take some damage, but you aren't likely to lose one. I usually send in 2 of each, with no other ships, and they don't take any damage even (or so little that it's almost instantly repaired). You can't take a single ship usually because you want the station to switch targets sometimes or all that concentrate firepower WILL take down even most tough ships. Fighters are good for distracting a lot of the firepower as well.
If there's a defensive fleet, you'll usually want some more agile ships to cover your flanks. I use the defend location command, and set up a line just at the edge of the station's firing range. This keeps your fleet massed on one side, so they are all firing at more or less the same part of the station, and makes the defending fleet come to you. The 'leash' on the defend command is pretty loose, so your flanks still have plenty of room to maneuver, and you may sometimes have to pull your ships back with a rally command, but usually by the time they are really starting to close on the station, they've done enough damage that they won't get too badly damaged.