I use the one on my machine, though I do have one of those separate bobbin winders. I thought I needed one when I first started quilting, but it wound my bobbins backwards. It was able to do them correctly when I reversed the instructions. But my sewing machine is right there....no need to drag out anything else.
I really don't like to wind bobbins, and I don't know why. It certainly only takes a few minutes to wind two or three. I seem to put it off as long as possible.
Dina