Walter is right (as usual). As you exhaust gas into the water, you get lighter. It doesn't matter what kind of tank the gas is in. If you are underweighted in a steel tank, you will be just as overly buoyant at the end of a dive as you will be in an aluminum tank.
My personal preference is never to be light at the end of a dive. I don't dive in a heavy wetsuit, so I don't have the "incomplete rebound" of compressed neoprene to help me, so I need to be properly weighted for neutral on ascent. I prefer to weight myself neutral at the surface with no air in the BC and only a comfortable amount in the suit -- this means I carry more weight, but ensures I can do a very slow and completely controlled ascent all the way to the end.
You CAN do a lot of compensation with your lungs (especially if you are a six foot man -- less if you're my size) but it's also a good way to build up CO2, if you overuse your breath for buoyancy control. I have also learned that it's a good way to use your gas faster. When I first started running line into caves, I would use my breath to compensate, so I would stay nicely neutral while putting in ties. I also watched my SAC rate go up by 30 to 50%, and thought it was just the stress of line running. A friend pointed out that I should adjust my wing or suit instead, and when I started doing that, my SAC rate dropped significantly.
One of the things I have learned from starting to do some tech-type diving is that overweighting is overstressed as a diving problem. It is a big problem for new divers, but tech divers routinely go into the water extremely heavy from the large amounts of gas they are carrying. You learn to manage the bubble in the wing and suit by anticipating buoyancy changes well ahead of time. Once I realized that absolutely minimizing the weight I carried wasn't that critical, it allowed me to carry a bit more and run my suit looser and stay warmer.
Coping with an uncomfortable ascent -- or being unable to control your ascent rate well in the last ten feet -- seems to me to be an unacceptable price to pay, just to have your BC empty during the dive.