I do both but prefer using a winder. I hand wind silk or silk mix but other than that, wind. I have both a regular and a jumbo and have used them almost weekly for many years. If I don’t like how a cake turns out I either redo it or hand wind. Sometimes if the yarn is slippery, you have issues winding it but I have found, in the long run, my yarns seem to get less banging around if I wind it into a cake. Be careful what type of skein winder you get too, invest in one with high ratings or ask your LYS what type they use. Some (I purchased a cheap jumbo winder) make such a tight skein I knew it was stretching out the yarn so stopped using it and invested in a better quality one. I am still working with that one to get a looser cake but it’s so much nicer and I never, ever wind anything until I am starting the project. Winding slowly, for me, helps in not only a looser cake but I keep a very light touch to the yarn so I can check for knots along the way. If I see the yarn is winding underneath, its easier to stop and put it back on track. Everyone will find their own way best for them. Just keep practicing. Even hand winding puts pressure on the yarn so I would think the most important thing is not winding your yarn until you start your project and then, whether you hand or machine wind, make sure the yarn isn’t stretched. When I hand wind, I have a few fingers between what I am winding and the ball already wound. I do that throughout the entire skein. Having said all that, I have wound cakes of Cascade Yarn Eco (450+ yards of bulky yarn) and my jumbo winder makes for a pretty tight cake. I use it right away though, from the inside loop, and the cake is very quickly nice and loose.