Which object should be selected when selected to active is checked for baking, the one I'm baking to or from? I can never remember which one.
The active object is the same no matter what action you are performing in blender.
The active object is always the object you selected last.
When using the default theme, the active object is outlined in yellow, and all other selected objects are in orange.
If you selected your object in the wrong order, you can just ShiftRMB on the object again to make it the active object.
To remember the selection order for baking is simple when you know what the active object is. Just say selected to active. Now think, you are baking from the selected object to the active object.
The object you're baking to is selected, quickest way to remember this is that the active object is the object you're changing