What Howard said.

I've done both and had ATC both ask me to file with FSS and simply take
my pop-up request.

Everything seems to 'depend'.

It I arrive at my destination VFR with a cloud deck below, asking the
destination approach for an IFR clearance to get there will invariably
be granted.

If halfway thru a trip I ask Center or a non-destination approach for a
clearance, they will often ask me to file with FSS. Just pick a handy
intersection 15 mins out in front and file from it to my destination.

Happens less now. I generally file IFR unless there is a specific
reason to file VFR beyond CAVU. Why give up the extra eyes for
traffic,extra traffic separation standards, airspace management (MOA,
prohibited, restricteed obstacle avoidance), and TFR avoidance services
unless there is a clear advantage to not filing. Reduced low level
winds is sometimes my excuse - slow plane means winds have a larger effect.

And I can't afford to pass up the practice -

paul kgyy wrote:
I was taught that, if I needed to file an IFR flight plan in the middle
of a trip, I should contact FSS first to file and get clearance, then
contact ATC. On the other hand, I hear frequent references in
rec.aviation to pilots who just contact ATC directly. Does this depend
on how busy ATC is - i.e. near Chicago contact FSS, near Moline contact
Moline approach?