I use pre wound, but lately, I have had problems with not being able to find the end of the thread. I end up cutting them with a small mini utility knife.
I was having so many problems with the bobbins winding too tight when I wound my own, I have never had a problem with the pre wound. I even figured out what I was doing wrong and now I have a lot of bobbins wound when I do a project, I don't have to stop and wind!