Summarize this article:

Never throw the ball straight ahead, unless there are no defenders or pressure (like deep in your own defensive half). Think about it -- a throw-in is a high, slow, and predictable pass, one that is easily read and picked off. Furthermore, your teammate will receive the ball facing the worst possible direction -- the sideline. The chances of an error or, even worst, getting picked off, are compounded by the fact that the defense running after the ball is heading right towards your goal.
Never throw the ball in directly in front of you, or "square" to the field.