Harder to remember & doesn't work well with word-of-mouth marketing strategies. 'Just visit domain.com' versus 'just visit blog dot domain.com' the former has a ring to it, the latter doesn't.
Some bloggers report headache, nausea, indigestion, dizziness, blurred vision. Serious side effects rarely occur but can include diarrhea, muscle pain, disorientation, and coma.