Another happy CoCoHue user here, but in terms of what Hue things you leave on the Hue bridge vs move directly into Hubitat, I'd recommend starting off by leaving everything on the Hue Bridge...
CoCoHue (or Advanced Hue Integration - a similarly popular option) allow you to bring in everything (including sensors and plugs) from the Hue bridge and since that's least disruptive, I'd start there...
If you later decide to directly connect any sensors, bulbs etc, you can always do that at any point down the road.
I have a couple Hue sensors and bulbs directly connected, but the vast majority of my Hue stuff is on the Hue bridge and integrated via CoCoHue.
One big advantage to leaving stuff on the Hue bridge is that you get the Hue firmware updates right away.