According to a friend of a friend over at Cnet, one of the most annoying sacrifices you'll have to make is dealing with the spring clips for the speaker wire, though we personally don't see it as much of a problem if the sound is as good as they make it out to be.
If you're looking for some geeky audiophile speaker talk on the sound quality, you can check out their write-up on the speakers over here. But if you're going to take the plunge, you'll be needing a receiver or some sort of amp to drive the passive speakers. Just pick one up from your local thrift store and you've got yourself an instant little makeshift stereo system.You can give the speakers a try for $25 over here. Shipping starts at around $11.