Use command-line tools to install individual .deb files when other automated tools aren't an option.
The package management for Debian-based distributions like Ubuntu is very powerful and saves a lot of effort that could be wasted finding the latest packages and tracking down dependencies. Automated tools like apt-get, Synaptic, and Adept should serve most users' needs almost all of the time, and you should stick to those tools whenever possible. However, there are some circumstances when you need to install a .deb package directly.
Ubuntu has automated tools for package installation for good reason. These tools provide you with a safety net that ensures packages stay compatible and have the libraries they require. If you install standalone .deb files (especially ones that aren't packaged for your particular Ubuntu release), you not only lose a lot of these advantages, you might also break parts of your system due to incompatible libraries, overwrite files other Ubuntu programs depend on, or add unique versions that make it more difficult to upgrade your system down the road. Before you install a standalone .deb package, especially if you are new to Ubuntu, please exhaust all other available resources, including the universe and multiverse Ubuntu respositories [Hack #60].
If you have compiled your own kernel source using make-kpkg, you will end up with a .deb package for the kernel ...