Sorry to barge in on this topic, but I've seen a lot of my friends /former classmates wrestle with this same issue so I thought I'd add my two cents. Feel free to ignore though if you don't think its relevant!
The key thing I want to add is you need to be strategic about why you are doing the PhD and consider what you want to do after the PhD. If you are planning on going into academia, then you should go ahead and go down that route (either with MA or without - I did my grad work in UK and it really did not matter there at all. Not sure about US though). However if you are unsure that you want an academic career, then I would strongly suggest figuring out that first.
To put my situation into context, my field is wildlife conservation and I know many people who have gone onto to PhDs right after either a BS or MS due to a variety of factors such as lack of job prospects, academic interest in the PhD topic, or simply because it seemed that everyone else was getting one so they should too. However when they finished , they decided they did not want to be a professor/pure research and would instead like to more field level conservation action. The problem here however is that they have very little practical experience and from an employment standpoint, they aren't much better off than an MS grad.
I hope that you find my comment helpful and not out of place. For all I know it may not be relevant at all to other fields, but just wanted to help if I could. Good luck with whatever you end up choosing!