It's so b£**dy annoying when your bobbin runs out mid-sewing! I've wondered about a separate winder, but then thought I'd need the thread off the sewing machine anyway, although I usually have more than one of a colour (for use on the overlocker). My new machine has an extra spool pin, so I use that rather than unthread, although I still need to take the main thread off one bit on the top to wind a bobbin.
Sorry, not a lot of help to you, but I'll be interested to see what others think about them.