The only trouble I'd see is wanting to paint any caulking, like around trim. I haven't used the pre-painted, only the pre-primed. If cost is a factor, just figure the extra cost of ordering it painted, and compare that to the cost of painting it yourself. The only other downside I see is that you may have trouble matching the color for touch-ups down the road. But most places can match just about any color, so that may not be a concern at all.
Let us know how it goes!