Loose powder offers the most natural effect, but they can be messy or dusty, as powder particles are loose as the powder name implies. Imagine the texture of flour for a comparison. You apply with a powder puff or brush, and excess is dusted off with a powder brush so that no unnecessary layers of powder are sitting on the skin. Pressed powder has powder particles pressed, as the name implies, into a compact pan shape. Pressed powder aids in avoiding the mess upon opening or during application. It is especially useful for carrying in a handbag or purse for touching up. The disadvantage is that a single application on the face will result in a thicker layer of powder than loose powder. As the powder particles have been pressed together, the excess is not loose 'dust' on the skin which can be brushed away with a light sweep. Instead the extra powder forms 'extra make-up' on the face. As you can see, there are advantages and disadvantages to both textures, so if looking natural look is most important to you, choose the loose powder and work carefully. If however 'less mess' is most important, choose the compact powder.