No flash - about a two second exposure

No flash by molgrips, on Flickr
Built in flash - see how it's quite harshly lit and flat because there are no shadows or shading. Sometimes you get a thin sharp shadow around everything, which I hate.

Built-in flash by molgrips, on Flickr
Olympus F36 flash on the camera pointed straight ahead - the bottom of the shot is dark, I dunno why it ended up like that - doesn't normally. Still harsh, not that much difference to the built in flash.

F36 pointed straight ahead by molgrips, on Flickr
Flash swiveled to point at the same wall with the window in it, so the direction of reflected light is similar to the natural light coming in from the window:

F36 bounced off wall by molgrips, on Flickr
And finally, bounced of the ceiling. The lighting is very even and still mostly shadow free.

F36 bounced off ceiling by molgrips, on Flickr
This isn't the best example tbh as where we were everything's white, so the reflected flash light is quite harsh. If you are in a warmly lit room the difference is much better as the reflected light takes on the hues of the surroundings.
Another useful thing on separate flash units is the ability to turn the amount of flash up or down smoothly. So if the natural light is nice but not quite enough, you can just augment it a little bit to get a fast enough shutter speed to work with and still preserve some of the character of the natural light.
In fact, what am I saying? Flash units have TONS of great features that really really help get the light you want - especially if you ahve one (or more) that can be positioned away from the camera entirely. Basically, light is what you are working with on a technical level, and there is loads to learn about lighting. I think Ken Rockwell or some other photo blogger guy has loads of info on it, and says that lighting gear is far more important than the latest sharpest lens or gadget.