"Is there ever a time when you would want to have the flash not bounce?"
This is a great question - especially considering my enthusiasm for bouncing the light from a flash off the ceiling. There are definitely circumstances in which using direct flash is appropriate. Here are some examples:
1. When you don't have a flash that can bounce. This may seem obvious, but I don't just mean if you don't own a flash with the capability to aim up. There are times our daughters are doing something super cute when the time to capture it is limited. In these circumstances there may be time to simply grab a camera, pop up the flash and fire, but not enough time to get another flash before the moment is over. That's what happened here, one of the first times our daughter was laughing at us . . .
Additionally, there are times we are out and about with only our point and shoot camera in a pocket. If we need a flash, there's only one option. And it can do a decent job . . .
I mention these circumstances first not because this is a life altering insight, but because I don't want any of you to get so serious about great exposure that you miss out on capturing great moments. So don't forget that using the flash on your camera might enable you to get a picture you couldn't get without it.
2. I doubt the above advice is exactly what Julia was looking for, so here's an answer for when direct flash is actually better than bouncing the flash. It's what people commonly refer to as "fill-flash." The idea is that light from a flash coming at your subject from a horizontal angle can "fill in" shadows created by light coming from above or behind your subject. In these cases you use your flash to even out the lighting in the scene. I talked about this some in a post on controlling the power of your flash. Here are some examples from that post . . .
This shot is taken without using a flash and the background is too bright for the subject.
And here is the same shot using a direct flash.
This technique is also very useful when light from above (often the sun) is casting dark shadows on your subjects eyes.
3. Another time direct flash is preferable is when the ceiling (or whatever you would bounce the light off) is not white (or at least close to white.) This will cause your image to have a color cast.