I read many years ago (National app note from memory) that one should connect the inner layer of an inductor to the switch in a buck regulator and the outer layer to the capacitor as the outer layer will then act as a screen.
I don't know if it makes a difference in practice but it's free.
With many modern inductors it is impossible to see how they are wound so the only indication of "polarity" is the dot. Is the dot arbitary and down to the winder or does it actually relate in anyway to the way the inductor is wound?