I think it's always better to give directly to the candidate. However, I suspect it's below the radar screen for most, or at least for me. I frankly couldn't tell you who was running in those seats unless there was an article in front of me. NRSC is an easy way for me to give (however, I suspect they have administrative costs that dilute the bang for my buck)
Sitting in California I just want to help...As an interesting footnote, my local House race has no Republican running against the incumbent (Tausher). So after donating to FreeRepublic, the next donation I make is to a cause that seems critical. Right now that appears to be the senate races although I'll throw a few bucks towards Simon for GOV....