Always. Always pour the powder into a measure before pouring it down the bore.
One old trick I heard about was to hold a round ball in the palm of your hand and pour just enough powder to cover it. Then put that down the bore.
I suppose in the heat of a battle with Comanches a man would probably pour directly from his horn, but that could result in overloads or squib loads.
During the American War Between the States rifled muskets were picked up off the battlefields. Some of them were found to be loaded with multiple loads one on top of another. Apparently, the excited soldier would load, aim/point and jerk the trigger, but without putting on a percussion cap. In the heat and noise of battle he didn't realize that his weapon didn't fire, so thinking that it did, he loaded again. Some of those picked up muskets were fully loaded breech to muzzle! Imagine what would happen if the guy did remember and cap his gun for the next shot.
Always use a powder measure! Unless, of course, you are using paper cartridges.