On my Janome and Viking I use the machine, but for my Singers and the Europro I use the Sidewinder. For me it is just easier.
I tried pre-wound bobbins and the thread was so bad! At first it was breaking in the machine and I thought it was the machine. So took it out and the thread would break so easily in my hands. I believe there was 1- bobbins and all the thread was like that. It was so bad, I couldn't even use it to baste. They were given to me, so couldn't return it. I did ask where it was purchased and it turned out to be from a vendor at a quilt show. So I now just buy a cone of thread and wind 10 at a time. (Surprising how fast I go thru those.)