Internal wireless does have the better range, taking advantage of the bigger aerial, which is important to a lot of people trying to cover their house with a single AP / router. Obviously it doesnt use up a PCMCIA slot and consequently it's not as easily breakable if you're as forgetful / clumsy as I am, I have managed to rip a wired NIC apart by leaving the dongle in when I put it in the case.
PCMCIA is on the other hand cheaper for some reason, and as you say eaier to power down, and can be swapped between laptops if you have more than one.
I've said in another post that I believe the 8890 will have a mini-pci slot, due to the options shown on eurocom for wireless network, although I cant completely rely on anything from eurocom and havent heard confirmation. If this is the case then miniPCI 802.11g cards are already available to fit yourself. Havent heard of any miniUSB cards out there yet so I suspect it will be a while before sager offers this option.