May seem like a we bit of a strange query but innitially iwould go straight to Image>Adjaustments> & levels, curves or whatever..BUt since becomming a wee bit wiser i now go to adjustment layers and then to whatever adjastment bit of editing i wish to do because its not supposed to be destructive, you get a mask you can do more with and also you can go back and make further adjustments via the adjastment laer editing box or thingamajig..
NOW!! my main query is if adjustment layers are suppose dto be the best way to go then why does Photoshop still maintain the standard adjustment dialouge boxes or whatever one calls em???..
Whty not just do the editing via the adjustment layers??...
Go easy on me ey, just a novice ya know...
Cheers

It really depends on the usage that you want - you might not necessarily want to have additional layers created for every command that you do if you dont want additional control. For instance if I just want to do some general level edits on a jpeg and then save it back I would never use an adjustment layer, but rather the regular level command.

Same with everything really

@Cof: Actually it doesn't need to. If you group it to a single layer (alt clicking on the line between the two layers) the adjustment gets connected to that layer only.