It kind of depends on which corals. For example, zoanthids tend to close up when the lights are out, so you can't feed them then. Some LPS will only put out tentacles at night, so that's when you need to feed them. Some corals don't really need supplemental feeding at all (like mushrooms). I'm not sure on SPS, as I don't keep any.
I tend to feed in the evening/night, simply because that's when I have time and my arms aren't covered with lotion