Container or No Container?

It's something I’ve been asking myself as i try and teach myself to code tableless xHTML and CSS, is it better to have a DIV which is a container with all the content and code inside it, or just to have no container?

I've tried both and there seems to be no difference to me, but then again I am a complete beginner and don't particularly understand CSS very well, but I’m slowly getting there.

So yeah, what do you do? Do you create a main DIV and use it as a container, or just not bother with the container.

Thanks.