Well, it depends. One of the things is that if it’s a situation where you and your ex are on relatively agreeable terms, and you don’t think it’s going to be a problem. Also, that you are able to manage your money in such a way that you are able to pay them directly, then you can certainly do it that way. There are some fees associated with doing it the other way, so it might be a good option.
However, I wouldn’t recommend it in cases where the relationship ended in something contentious. Without that record backing you up, they may try to make arguments like “this wasn’t child support, this was a gift” or some other way to make it seem like you were not paying your child support. So, you have to weight all these factors when deciding whether or not you should pay your spouse directly.