@Axemusica – actually, this is exactly why I recommend a string winder. Personally I find it easier to get nice smooth symmetrical winds with a winder than by hand.
Here is the procedure I use:
After removing the old string position the hole in the machine head so that it runs parallel to the neck. Insert the string (and peg if your particular bridge uses one) in the bridge end. Insert the loose end of the string in the hole and pull until the slack is out of the string. Ok, here is the “art” part. Using the thumb of your left hand capture the string and slide it down the fret board using the fret board as a guide to know exactly how much string you want to wind on the machine. For thinner strings like the 1st. slide down around two frets. For fatter strings like the 6th slide down around one (this distance will vary depending on your particular instrument, but it only takes a couple of times to find the sweet spot. Now, while you keep the string captured between your thumb and the neck, start to wind with the speed winder. This will cause the string to kind of bulge out at the point where it enters the machine head. Make sure this bulge goes under the other strings that are already strung up, this will keep it from popping up. When the machine has turned a full half turn, stick the first finger of your left hand under the loose part of the string you have been holding back with your thumb and rotate your hand to put a crimp in the string where it enters the machine head. Hold that tension and continue cranking with the right hand. As the loose end of the string comes around make sure the loose end goes over the loop that is winding around the peg. When it cranks around another half turn where the crimp in the string is, make sure the string goes under that crimp. From this point, as long as you keep the tension it will usually wind on in a perfect concentric twist around the peg. Tighten it up and snip of the excess (I like to snip mine just a tad long in case there is some slippage while the settle in.)
As for acoustic strings, I prefer Martin Marquee Phosphor Bronze Lights.
Your mileage may vary… ;)