To the best of my knowledge, MSEP never changes direction. In effect, it runs in one continuous loop. It enters the park at Town Square, travels around the hub, and through Frontierland, exiting the park near Splash Mountain, and loops around the backstage area, to line up for the next performance. It is basically one big circle.
So, in short, the answer to your question is it always starts in Town Square and ends in Frontierland.