If it's something that appears in a core resource like Monster Vault, I'd prefer to just have a page number. Sure, I'd have to have an extra book at the table, but I'd rather do that and get the extra quarter-page of content in the adventure (even more when you consider that the delve format has reprinted the same stats for the same monster if they appear in multiple encounters). More content is always better than sheer convenience to me.
"Three goblin cutthroats [Monster Vault, p. 154] ambush any creatures that cross the bridge."
If it's something with a very minor tweak (such as an extra power from a monster theme or something), you could print that specific tweak--or even better, just mention it in the encounter text, especially if it's something very simple.
"Three lava goblin cutthroats ambush any creatures that cross the bridge. Use the statistics for goblin cutthroats [Monster Vault, p. 154], except that the lava goblins have resist fire 5."
If it's a brand-new monster or an NPC or something (such as a goblin warlord leading a pack of raiders), I'd prefer it to be either listed in the encounter where it's used or in an appendix in the back.
For those who absolutely insist on having all of the stat blocks for any given encounter in one place... That'd be an ideal product support thing. That should just be a .pdf file you could download through the Dungeons & Dragons Insider premium service.