On a personal note; this is a flavor thing.

I try to jump out of methods ASAP. The big advantage is that you don't need to deal with a lot of nested stuff. I have been at the single exit point per method camp, but imho it isn't worth the effort. 

You will see that checkstyle also starts to complain when you nest too much; a problem that easily can be evaded if you jump out of the method ASAP.