My experience is this is with lizards but I think the same would apply. It's really nice to do if you can. However, there are two major problems I ran into.
1) It's easier for insects and other critters to get to your animals. They'll find a way.
2) More serious is the problem of a power outtage in winter. This happened to me. 40 degrees is enough to put an iguana into a coma. It's especially bad if it happens over night. So you have to have a plan on what to do to prevent and deal with such happenings.
If you do a good job of dealing with 1 and 2, especailly 2, you'll be fine.