I would say that it all depends on what the mistake is and how often they appear to be making the same types of mistake. By reading through all errors, I either find one-off simple grammatical errors, which I just show the correction for, or else I see the same error cropping up throughout the piece of work, in which case I would write a short paragraph at the end to explain why I believe they may be making that mistake. It's quite a subjective topic and I'm sure everyone has their own methods for marking work.