I've been feeding my BP's in their enclosures, and I've had my first one, Phil, for over a year now. You can find advantages and disadvantages to both ways of doing things. The advantage of feeding in their normal enclosure is that the snake is more likely to be comfortable and secure feeling, which helps promote active feeding. A stressed or fearful snake is not as likely to eat as one that's relaxed and feels safe.

One of the disadvantages of feeding in the enclosure is the one mentioned above; if your snake tends to be an aggressive feeder, it may decide that the heat signature of your hand is similar enough to a mouse/rat that it strikes first and then checks to see if the "smell" is right.