Different ways to enter accidentals

It occurs to me I've been very inconsistent abut how I create accidentals after entering a note. Sometimes I use the cursor key to raise or lower the pitch, sometimes I hit the keyboard shortcut to add an accidental. I am beginning to suspect/realize these methods were not meant to be used interchangeably, but I don't have a solid concept of exactly what the difference is supposed to be. I have a vague sense that the accidentals keys are meant for "overrides", and I know this is needed for creating courtesy accidentals. Is that *all* they are meant for? If so, that is probably why hitting one of these keys in non-courtesy situations doesn't give you immediate audible feedback that you have changed the pitch, whereas using the cursor keys does. But then the question is, have I created problems for myself by using the accidental keys to enter non-courtesy accidentals? I am somewhat afraid that differences may become apparent when I go to transpose the parts, although a simple test doesn't show any obvious problems.

Bottom line: if I have a piece in the key of C, and in one measure enter the note B then hit down arrow to change it to Bb, and in another measure I enter the note B and hit the "flat" shortcut key to change it to Bb, under what circumstances is this going to lead to different results?