I used to worry about how to get the inside pull going, but now I just live with it. If I have to use the end on the outside, I just put the skein in a bucket on the floor and let it flop around in the bucket while I'm knitting. To me, it's a waste of good knitting time winding it into a ball.
Once, I went to a knitting class, and was so irritated by a ball winder there. The entire class had to wait while she wound her ball, with the help of the instructor. I swore that I would never wind a ball after that.