I've installed remote starters in every car I've owned (5), and love them.
Pros are you get to go out to a warm or cool car depending on the season.
Cons are it wastes fuel, and some can be complicated to install depending on the options and vehicle.
When I lived up north, they were a god-send. My car was one of the only ones that could be used at times because the others were frozen over and you couldn't even get in them.
The two cars I have now are my winter beater Ford Escort which is a manual trans, and the Lincoln. I put a very cheap starter in the Escort because it doesn't have power windows or locks, and it's been working great for the past three years. I have the rear defrost hooked up to a relay on the aux channel so it's good to go to.
For the Lincoln, I went all out and bought a Compustar 2 way alarm/remote starter. That was a fun install because of the extras I put in as well, but now I can start/stop it, roll the windows up/down/vent, defrost on/off, door locks and trunk control. The alarm part is great because it monitors the inside, trunk, hood, and will let me know if someone trys to jack it up and take the wheels or tow it, etc...
If you have the knowledge and skills definately install one. The skys the limit now with what you can control with aux channels too...