In the (stollen) words of my dXh "if it aint broke, Don't Fix it"
as long as you can get the yarn to feed out cleanly and easily, leave it be. if it gets all tangled, make it onto a Ball, and drop it in a salad Bowl while you pull from the outside
make a Center Pull ball, like is in the Video linked in the post above mine
I make a CPB (Center Pull Ball) even when I get to the end of a Skein (when its collapsing in on itself)
I love how easy it is