Letting the ball go through for better finishing
Your scoring chances always increase if your player is able to shoot while facing the goal and unmarked. This technique favours both.
In this clip, if I didn't let the ball go through, I would have to either go for a first-time shot with my player (who isn't turning towards goal), or receive the ball and shoot (probably hitting a defender in the process).
By letting the ball go through inside the box (release all controls and hold R2 before you receive the ball), you will create a lot of space for a good scoring opportunity, with your striker already facing the goal.
To perform this successfully, study the trajectory of the ball and imagine what would happen if your player wasn't there. If no defender is nearby, you will get there first and shoot unmarked.
Needless to say, this will rarely be effective if the opponent's box is packed with defenders.