PCMCIA vs. USBPCMCIA peripherals generally have faster throughput, lower latency, and require less CPU usage than USB peripherals. However, they suck battery life, frequently get quite warm, and on many laptops you're limited to only running one PC card at a time.
USB peripherals often suck just as much juice as their PCMCIA counterparts, but often come with a wall wart to offset that. It's an extra thing to lug around and plug in for LAN parties. And people often complain that they consume a bit more CPU horsepower (though often that's a driver issue, not the peripheral proper). The NX has also had some poor reviews.
Just educate yourself about your purchase before picking it up, then you're aware of the risks. Good luck!