I personally have always run a BEC (either in the ESC or a separate one, usually a CC BEC Pro) powered off the main battery pack(s). I know others that swear by using a separate Rx pack either direct (for high voltage setups) or through a BEC (also for high voltage or low, depending on settings).
It is a personal preference thing with some flight safety implications. Generally a separate Rx pack is considered safer since the main battery and rotor can lose power entirely and you will still, theoretically, have power to the Rx, servos, FBL unit, etc. so you can auto-rotate it onto terra firma. However, you need to remember to charge the Rx pack every two or three flights.
A lot of resistance to using a BEC off the mains has to do with people having some bad experiences with BECs failing in flight, particularly on high current draw servo setups. Some of the early adopters and early BECs also sucked. Today's models from Western Digital and Castle Creations are pretty bullet proof in my opinion. It is definitely not a part I would cheap out on. There are still cut rate, crap BECs out there.
- - - Updated - - -
You can if you want to, Its a preference thing. Some folks like using an external bec and others like to use a 2s receiver pack. I also would look into the scorpion backup guard, for $24 you get a piece of mind. I know it works what I don't know is how to tell when it switches over.
The only downside to the backup guard is, like a Rx pack, you need to remember to charge it up. In general you shouldn't need to charge it often since it will sit unused and at charge. None the less, it is another thing to have to check pre-flight. They can be useful, but imo, if it doesn't charge off the main pack or Rx pack automatically, it is "solving" a problem by introducing the same problem (remembering to charge it).
Actually, another downside, you have to plug it in. You can't very well leave it connected to the FBL/Rx since it will power it whenever the Rx pack or main power is pulled. So it's another connection to have to make that is in parallel with the Rx pack or BEC output. Maybe a small thing, but another pre-flight thing to remember.
I also agree, they should add a light or chirper to it to indicate it was activated in flight.