Should I Skip a Physics Master's Degree and Go Straight to a PhD Program?

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malignant
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I'm confused as to what the advantages are for skipping a masters degree and going straight in a phd program? Is it shorter? Or do schools not normally cover your masters degree? I would like to complete a masters first but not if it'll turn out to be significantly longer or if I'll need to pay all of the tuition myself.

I noticed on UMN's site they stated that student's in a masters program receive no help with tuition so I was wondering if this is typical everywhere.
 
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In the US, students who are aiming for a physics Ph.D. normally enter a Ph.D. program directly after finishing a bachelor's degree. They can often "pick up" a master's degree along the way after completing a certain number of courses, but this is basically incidental to the Ph.D. process. At least, that's the way it was when I was at U of Michigan years ago.

Standalone master's degree programs in physics are (I think) generally targeted for specialized areas in industry, or for teachers looking to upgrade their credentials. They are not intended to lead into a Ph.D. program.

This is different from the way physics graduate degrees work in many other countries, which often causes confusion here on PF.