Not always. That spline interpolation that is giving you such troubles now can sometimes be a godsend. It creates a natural organic flow from one frame to the next. But the problem is the computer doesn't know exactly how you want it to flow. When you convert to key frames. You lose the ability to change one frame. And have the other frames follow in a fluid type motion. It's best to only convert to KEY Frames when you are basically finished with the animation set up. And want to tweak a few frames to get it perfect. When I have a body part that goes where it shouldn't. I go to the Graph editor and drag the lines around until I get it close. Then edit the thing frame by frame to fine tune it.