It's not just you. I think they changed the manufacturing process. I didn't used to have those problems 20 years ago. The center pull skeins don't want to pull out. Then you have what they call yarn vomit when you pull and a whole bunch comes out. The center pull is fine for a while until you get to the end of the skein. Then it wants to tangle like mad. I don't think there's any one company that's better than another. They're all bad that way.
It's a lot of work, but you might be better off rolling the whole thing up in a ball. It feeds easier and you can watch for knots and things like that. I'll admit, I'm lazy. I use the center pull skein for half of it. I usually do things like mittens and hats. Then when it gets down to the end and things get hairy, I'll roll it into a ball.
When you have it rolled up in a ball, put it in a plastic shopping bag, run the end out, and tie the ties shut but not tight so it can easily feed out. This keeps the ball from rolling onto the floor and down the street. It also keeps pet hair and dust off it. Some people like yarn bowls, but they can get pretty pricey. I like Michael Sellick from The Crochet Crowd's idea. He just goes in his kitchen and gets a clean bowl out of the cabinet to use as a yarn bowl. My soup bowl works great and it's free.
Welsh corgis are cool.