I will often rewind yarn from the commercial skein, often wrongly referred to as a ball. It might seem like a waste of time as the yarn is already in a form it can be worked from.
There is method in my madness. Often when working with a commercial skein of yarn, especially if it is slippery, the yarn will start to tangle and snag as you work with it. I end up fighting the yarn and spending time untangling it, for it to pull freely from the skein.
With a hand wound ball there is no tangling of collapsing of the ball as I work with it. So taking the time to wind into a ball, pays off with smoother faster knitting and a lot less frustration!