Over on Ravelry, there is a discussion on centerpull vs. using yarn from the outside-in. The outside-in school talks about yarn barf and ball collapse resulting in tangle, while the center pull school talks up the virtues of the ball not rolling around.
I think it is a matter of yarn twist. Commercial balls of yarn have the correct twist when pulled from the center, regardless of yarn barf or final collapse and tangle issues. If you are winding your own balls, you should preserve the twist in the yarn. When you wind the ball, you should have a plan for whether you are going to use the ball from the inside or the outside. I always wind center pull.
Then, I suggest getting a clew to hold your yarn. I made mine out of a bit of steel wire. It holds either center pull or outside in balls of yarn at your waist, clean, handy, and out of (most) pets way. I think it is better than a pickel jar or even a ziplok bag with its corner cut off.
I can stand, or walk about while kntting. I can move away from my knitting bag without leaving a trail of yarn behind me. Sure I sometimes wind small balls and keep them in a cargo pocket, but the lets me pull a full sized ball right out of the stash and knit on the run.