One big downside is that spam filters are very agressive these days. It can be a huge PITA getting your mail through, even when you've gone through the trouble

One big downside is that spam filters are very agressive these days. It can be a huge PITA getting your mail through, even when you've gone through the trouble of setting up domain keys and spf records and submitting the appropriate forms. Some providers, like hotmail, will silently drop emails, too.