Security mainly. Most wireless routers seem to come pre configured to allow open unencrypted access. Which means by default you are not only sharing your internet connection with anyone in the neighbourhood who wants to (ab)use it, you are also potentially sharing any network shares you may have created unless you have taken the trouble to enable password protect or user access control on them. You are also exposing the windows TCP/IP stack and any services it may be running the whole network including wireless users. Not too much of an issue with new WinXP SP2 boxes - but a problem for unprotected Win2K systems.
So if you buy a wireless router and want to use it as such you need to disable open access and turn on WPA encryption ASAP. If you are just planing to keep the wireless bit in reserve for future expansion then it it simplest to just turn it off in the routers configuration pages.