Using calibre's device management gives a few advantages:
1) Calibre can (usually) match books on the device with books in the library, so you know what is where.
2) When you send books to the device, the metadata in the book is updated (if possible).
3) You can more easily sync the library and the device. The device view has an 'add to library' function, and the library has both add to device and remove from device functions.
4) If the device has special requirements (most do not), the calibre's device driver knows about them.
As pepak says, for many people, using the file system is more convenient. For others such as starson17, the content server is the way to go. The content server may be for you, because it doesn't require a cable (but does require networking).
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