Flash exposure compensation
The metering sensors inside an EOS camera are calibrated for mid-tone subjects (often referred to as 18% grey). When the Speedlite pre-flash fires, it is reflected from the subject back to the camera. If the main area of the subject does not have an "average" tone, the flash exposure will not be correct.
Although flash exposure lock is a very effective method of overcoming the problem, you have to be aware of certain issues. First, the FEL reading is held in the camera for only 16 seconds. You can extend this by keeping partial pressure on the shutter button, but this is not always convenient. Second, you need to take a new FEL reading for each exposure, as the flash data is not stored by the camera after the shutter release button is pressed. Third, there may not be an average area of the subject from which to take the FEL reading.
An alternative technique is to use flash exposure compensation (FEC). Here, you simply enter the amount of compensation you want on the camera and it will be applied to every flash exposure until you reset it to zero. Flash exposure compensation can also be set on some Speedlites, and if this is done, it will override any flash compensation settings on the camera.
Of course, FEC assumes that you know the amount of compensation required for different subjects. As with many aspects of photography, this comes only with experience. However, very light-toned subjects will need an increase in exposure of around +0.5 to +1.5 stops; dark-toned subjects will require a reduction in the flash output of around -1 to -2 stops.
If you are shooting in daylight and using flash to add detail to shadow areas or create catchlights in the eyes of a person or animal, the result can look a little artificial if you leave the camera to calculate the aperture and flash output. If you want a more subtle effect, flash compensation of between -1 and -2.5 stops can be effective.