They are not that cheap! Also there are many choices of XBees (according to distance, frequency, RF power and antennas).

The modules are 3.3Volts so for a 5 volt controller you need a level translator.

Some configuration is necessry through their (not very well documented) invironment (X-CTU). You need to set up a PAN ID at least, so youdo not interfere wth neighbour networks.

Other than that I find them very good devices.

Ioannis