Just to dog-pile on this already mature thread, I completely follow what rui_mac is saying. When you click on the layers mask, you are presented with what looks like a grayscale layer, the black (obviously) being the mask. Of course, the black is usually not uniformly black, especially if you've created the mask via Select Sample Color to mask out, say, a green-screen background. With dodge and burn, you can simply select your desired tonal range (say, affecting the shadows only) and it is breathtakingly simply to tighten your task: you don't have to worry about brushing black onto your white cutout, because you're burning only shadows which in this case is nothing more than your imperfect mask.
If you use a regular brush with black color, you are reduced to the painstaking work of brushing just up to the fine edge of your cutout while not cutting in on detail.
So, two votes for dodge/burn on Masks!
If there's a different way to do this I would love to hear it!