There are a bunch of reviews at
www.Sudhian.com and some also at TomsHardware.com, plus a few on the main AT site. There is also a Small Form Factor forum here devoted to them, though I think Sudhian's forums are more active.
> Any downfalls to having one of those small cubes?
Heat limits, noise from smaller whiny fans. Much less choice of motherboards and chipsets (everything except the Asus Aria micro-ATX case uses custom motherboards).
> Is there limitations to the amount of peripherals I could use?
Severe limits for most cubes, 1 - 5.25" optical drive, 1 or at most 2 hard drives. One or 2 card slots (1-PCI, 1-AGP) often with limits on card length.
Small power supplies for everything except the Aria might not run ATI X800, almost certainly won't run nV 6800.