I do, because I find the bag to be messy. No matter how careful I am, it's impossible to open, take flour out, and close it without spilling a fine mist of flour around it.

With a container (I recommend Anchor Hocking's aluminium containers that have a rubber seal and a metal latch), I never have any issues. Open, carefully scoop out, close. Easier to wipe down, too. And the latch keeps stuff sealed even if the container falls over or is moved around. Easier to stack in a cupboard, too.

I also use this type of container for rice, grains, spices, pasta, etc.