They can be slightly inconvenient on a laptop particularly because they tend to stick out further than a PCMCIA card. They are also easier to knock out - especially if you are using the laptop on your lap or in bed

But it depends on the location of the USB ports on the laptop as to whether this will be a problem.
Other things to bear in mind is USB version 1 has a theoretical maximum throughput of 12 Mbps (with a real world throughput more likely to be in the region of 5-6 Mbps). This is fine if you are using wireless 'B' (theoretical max of 11Mbps) but can limit you if you are planning on using wireless 'G' (theoretical max of 54Mbps). If the adaptor is USB version 2 then it shouldn't be a problem because that has a theoretical max of 480 Mbps.
Both the wireless adaptor and computer/laptop it is being connected to need to be USB2 compatible to be able to use USB2 speeds.
Ben