Working with yarn for more than a decade, I can plainly say that I am a sworn skein person. I love yarn weaved in skeins, regardless of the weight. Why, you may ask? (Bullet) skeins are machine made balls that are not round as balls, but are ready to be used, you just need to find the center. They do not collapse like pull skeins, and due to their shape, they are a breeze to stack on your shelf.
When we talk about balls, well they are mostly hand-wound from hanks. Rarely sold by companies. They are almost impossible to store - you'll have to put them in a box, basket or other container, and you'll certainly need one of those yarn bowls to put them into, so that the ball doesn't go on an adventure in your room, while you are crocheting or knitting.
Then there are these balls that got the name donut balls. Once label is removed, small weight donuts lose their shape and might collapse. With these it is a good idea to pull the end from the middle to work, but as you near the end of the ball, the yarn will turn into a Hankenskein :)
And, yes, you'll need one of those yarn-holding bowls too.
How about cakes? They are made by winding hanked yarn onto a ball-winder, which I am the owner of one, and with cakes I believe the same applies as for the donut balls.
Cones and hard core balls (they have a strong cardboard core) are not my favourite to buy and I do so only on occasions when I cannot resist a color or texture.
Cones are good because they come in great yardages, so they are perfect if you are working on a big project where you don't like to have lots of knots by joining skeins.
With these, you either need to make them into balls, or have them in a container, so they don't roll around.
Finally, my arch-nemesis! The HANK!
Well, these little buggers hate my guts. Don't be deluded by their vibrant colors, softness or luxurious looks! They will.make.your.life.a.misery! I've made that mistake, and have spent many nights at the end of my wits and tears pooling in my eyes out of frustration. All jokes aside, if you don't have a hank winder, hand-winding these into a cake or a ball is a long, tiring and messy process.
Well, this is the end of my ramblings. Let me hear from you. What kind of yarn rolls do you prefer working with?