Disadvantages? Your throughput will be slower since the data's going through that extra server and also being encrypted/decrypted.
Also make sure you turn off file sharing and other Sharing services from System Preferences including iTunes. I once connected to a conference center network, and discovered someone else running iTunes sharing. I could access "Jane Doe's Music" right from my iTunes and browse her albums and playlists. Then I opened up a Finder window and saw Jane Doe's computer as a network share in my Sidebar. The share was password protected, at least, but still.
The following day, I tracked down Jane Doe at the conference, introduced myself, and asked, "So how are you liking your new Mac?" She was blown away