Let's see... How about:
<UL TYPE=SQUARE><LI>Slight additional weight<LI>Additional failure mode(s)<LI>Inability to run leaded race gas[/list]
These are because EFI (or at least modern EFI systems - I'm no expert on the evil things Bosch might have done in the past) requires an ECU to operate.
The box weighs a couple of pounds (
big deal right? but I once heard someone say "a pound is a pound is a tenth of a tenth of a second"). This may be offset by the need to carry a toolkit if you have a carb setup so you can make adjustments because you've driven from sea level to 2500 ft or whatever...
As far as failure modes go, I'll tell you about a problem that showed up with the Eagle Talon/Mitsubishi Eclipse ECUs. I owned one of these cars until someone tried to make a left turn in front of me on my way to work one morning
Anyway, the ECUs contained 3 electrolytic capacitors and after about 5 years, people started noticing that their cars wouldn't start and had a "rotten fish" smell. Turns out the capacitors would leak, the electrolyte would eat away the traces on the circuit board, and the car would be dead (and in need of a $300 repair). I managed to replace my capacitors before they started leaking because the word got around...
As far as leaded race gas, every modern EFI system that I know of has an oxygen sensor, and this will be destroyed by leaded gas. Removing the O2 sensor when running race gas is not really an option because then the ECU can't tell if you're running rich or lean and make its adjustments... You can of course use unleaded race gas or regular pump gas.
These are not really very big negatives. Carburetors are certainly more fiddly, so if you're not into fiddling or authenticity, EFI is probably going to be a better solution for you (if, as you also noted, you can afford it).