I like a center pull, it works best for me, others like to unwind from the outside. Again, it's one of those things of using what best suits your style of knitting.
Now, if you are unwinding from the outside, that's pretty obvious. However, if you are a center pull person, what I do (and this is just me because what happens next, almost every time makes me giggle now) I stick my finger into one end, pull a string from the center... pull and watch the yarn barf (dontcha love that phrase?) and then make a small bobbin to get all the tangles out and start my knitting.
I want to emphasize that I only do this because every time I do it, the kid in me escapes and giggles while thinking "yarn barf". No one in my family gets it or me, but I'm used to that.