One potential problem with clicky sticks is there's a potential for accidentally clicking them when you don't want to, because your thumbs are going to be on them pretty much the entire time you're playing so if you press down a little too much you might get a click and this might sometimes result in your death, depending on what it does in the game.
That's certainly happened to me in a few frantic shooter games where I'm trying to back-up and strafe an enemy. At
some point during that movement I inevitably click the stick in, which for those kind of games almost always made you crouch. So suddenly I'm trying to circle-strafe, and my character is crouched and creeping around. Most of the time, death ensues.
That said, they're buttons that 3rd parties don't have to do without now, so I'm fine with the click-y sticks.