One downside to the Airports that nobody has mentioned - no UPnP. This means that things like a PS3, torrent apps, etc, can't automatically open the holes they need in the firewall.
Personally, I'd never allow an app or device to manage my firewall, but if you don't want to forward ports manually, or place your PS3 in the DMZ, open ports for a peer to peer app, etc, then the Airport may not be the best choice for you.
That said, its only a minor nuisance in the grand scheme of things - it's not something you are going to have to deal with on a daily basis.
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-Scott
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