It says in the Mishnah Berurah that the custom is to add a piece of silk to the top portion of the Sissith (Tallith Gadol), so that it will always be worn in the same position with the same fringes always in the front. The Mishnah Berurah adds that the Ari z"l was not particular about this.
It says in Ben Ish Hai that one should not be particular to add a collar in order that the same side will always be on the head, since the Ari z"l stated specifically that we should not be particular about this but, rather, should wear it whichever way it comes.
The custom among Ashkenazim is in accordance with the Mishnah Berurah, and all the Sissiths (Tallith Gadols) that are sold today come ready made with the collar.
Sephardim who are concerned about the words of the Ari z"l and the Ben Ish Hai, remove the additional collar that comes with the Sissith (Tallith Gadol). This way it is worn the way it comes, without any preference given to a specific side.
(See Mishnah Berurah, Siman Heth, Se'if Qattan Teth, Ben Ish Hai, Shanah Aleph, Parashath Bereshith, Oth Heth)
