Should I use Subdomains or Subdirectories?

I know this has been covered before, but I want to ask the question specifically to my setup.

I have setup pro sites, new blog templates and a few quick sub site templates for testing.

I just noticed (doh!) I've gone ahead and not changed the configuration from subdirectory to subdomain which is my preferred option

It's a bit of a process to change this over and I'm wondering if it's necessary. So... is there any problem with leaving the network setup as subdirectories? Will I run into problems with things like domain mapping?