The only downside I can think of to being a Klipsch fan is that they are not cheap speakers.  Obviously this is really a good thing - you get what you pay for.  The two downsides I constantly run into, though, are these:

1. When I get the itch to upgrade it turns out to be a big expensive itch.
2. When I try to turn my friends and associates on to some Klipsch Magic, the price of entry is often considerably more than they expected.

Arriving just in time for our current economic environment, Klipsch has unveiled a new line of budget HT speakers.  Check out the news over at AVGuide.