Debian tools will do things nicely the "debian way" (whatever that happens to mean). With the make-kpkg for example, you not only configure and compile the kernel (including minor revision strings) but you build packages to install - kernel, source, headers. So when you install that kernel via "dpkg -i", the debian package management system knows you installed that version kernel. If you install by hand that's fine, until you attempt to install a package which requires "linux > 2.6.whatever" which your hand-built-and-installed kernel meets but the package manager believes otherwise because it's not really aware that your kernel had been installed.
So except for the nuisance that you must track such installed software yourself and the occasional fight with the package management software, feel free to install whatever you want however you want to.