Is there any preference for a woman to specifically bake Hallah on Erev Shabbat in preparation for Shabbat, or does Halacha draw no distinction in this regard between baking and purchasing Hallah?
The Rama (Rabbi Moshe Isserles, Poland, 1525-1572), in his glosses to the Shulhan Aruch (242), records the practice for women to specifically bake Hallah on Erev Shabbat and Erev Yom Tov, and adds that one should not deviate from this custom (listen to audio for precise citation). He explains that personally baking Hallah in preparation for Shabbat serves as an expression of Kavod – honor – for Shabbat.
Rabbi Yaakob Haim Sofer, in his work Kaf Ha'Haim, adds two other reasons for this practice. Firstly, the Hallot used on Shabbat should be baked by a Jew, and not by a gentile. Today, for example, many brands of kosher Pita bread are baked by non-Jewish companies, and they therefore should not be used on Shabbat. The Kaf Ha'Haim thus claims that women should preferably bake their own Hallot for Shabbat to ensure that the Hallah used on Shabbat had been prepared specifically by a Jew. Secondly, women should personally bake Hallah on Erev Shabbat in order to fulfill the Mitzva of "Hafrashat Hallah" – separating a small portion of dough, as this Mitzva serves to atone for the sin of Hava in the Garden Eden. The Rabbis teach that through her sin Hava caused the "Kilkul" – "ruin" – of Adam, who is called "the Hallah of the world," and women rectify this "Kilkul" by performing the Mitzva of Hallah on Erev Shabbat.
For these three reasons – the honor of Shabbat, ensuring the use of Hallah baked by a Jew, and atoning for Hava's sin – women should preferably bake their own Hallah on Erev Shabbat, rather than purchase Hallah from a bakery.
The Hafetz Hayim (Rabbi Yisrael Kagan, Lithuania, 1839-1933), in his Bei'ur Halacha commentary to the Shulhan Aruch (242), laments the fact that many women purchase Hallah for Shabbat rather than baking it themselves, thereby diminishing from the honor of Shabbat. Hacham Yishak Yosef, in his work Yalkut Yosef – Kol Torah (p. 114), suggests justifying this practice on the basis of the fact that the Hallah sold in bakeries is generally baked specifically for Shabbat, and is often superior to the Hallah baked at home. Since the primary reason for the custom to bake Hallah is the honor of Shabbat, one may argue that nowadays, when bakeries produce Hallah of superior quality specifically for Shabbat, purchasing Hallah from bakeries may constitute an expression of honor.
Nevertheless, despite this justification of those who purchase Hallah, Hacham Yishak rules that women should preferably bake Hallah themselves.
The Kaf Ha'Haim (242, s”k 26) notes in this context that if a person eats homemade bread in somebody else's home, and he has reason to suspect that the host has not separated Hallah, the guest should do so before partaking of the bread. Even though all the ingredients are kosher, one may not eat bread if Hallah was not separated. Whereas it can generally be assumed that bakeries with Kashrut supervision separate Hallah before baking, many people who bake in their homes are not necessarily meticulous in this regard. Therefore, if a guest is unsure whether or not the host separated Hallah, he should remove a small piece before he partakes of the bread.
Summary: It is preferable for women to bake their own Hallah on Erev Shabbat and Erev Yom Tov, though those who purchase Hallah from bakeries have authorities on whom to rely. If a host serves homemade Hallah and the guest has reason to suspect that the host had not separated Hallah, he should remove a small piece of his portion for the Mitzva of Hallah before partaking of the bread.