The big plus with USB is that you can move the actual receiver away from your computer... depending on the length of the USB cord etc... maybe even reaching on top of your desk. That is the good point.
Personally I have nad NOTHNG but issues with my 2 wireless USB. I have an older Microsoft/Intel one and a newer n version from Dlink DW142 or something like that. That freaking thing (first of all it's not supported by Vista.. drives me nuts but all their PCI versions are)... would drop all the time. Most folks would not notice but since I play lots of online games I was getting constantly disconnected even though I had 100% reception.
I have used many PCI based wireless cards and love them. I am currently using the latest N based Dlink PCI card with 3 antennas in the back. It NEVER EVER drops... my ping times are great and heck Vista recognizes it on install and I don't even bother with Dlink's drivers. I have never tried any PCI-e cards however.
Again this is just my observations: not sure what others might say -- maybe I got 2 bad wireless USB's and just unlucky. I gave the wireless USB to my GF to use on her laptop. Her laptop has a built in wireless card of course but it's b/g. We got a new N based Router so I wanted all of use to use N only so I gave her the wireless USB. That was a nightmare -- it would drop -- connect - drop. Bah. But like I said, maybe there are better ones and you get the luxury of placing the receiver/antenna anyuwere you want instead of being stuck behind your case.
However you remedy this by just getting an external antenna (places like BestBuy etc sell them).