Yes as David says
I actually just read a site with tuning tips that said one should try and ground it directly to the engine block in as short a run as possible. The reasoning behind it was that a car had suffered from high rev miss and that the ground in this form is the truest and most COMMON that is possible. The miss was cured after re-grounding.
The MSD and the distributor/coil therefore have a very short path to the common grd.
LOL Knew I would find that story!!!
http://www.speedfreaksspeedshop.com/en-us/dept_232.html
Tim