Guess it depends on the beer. Bottled lager (which most of them are), you'll not tell the difference. But bottled ale tastes better to me if it's had a chance to breathe, so I prefer to pour into a glass.

Drinking straight from a bottle generally has some blue-collar cool element, I think. But there is also a practical point, which is that it's less likely to spill when you're carrying it around.