Well, for one thing, you will not have some funny pcmcia card sticking out from the side of your notebook if you already have a built in wireless chipset. The wireless chipset comes into use only when you are able to access a wireless network, like, maybe your wireless router or if your campus or workplace supports wireless access.
Anyway, you don’t have much of a choice if you buy notebooks now; they all come with Intel’s Centrino technology (Intel Pentium M chip + Intel Pro Wireless chipset). The only way you are going to miss out on this wireless thingy is if you buy an Apple Ibook or a second hand lappy. Surely, you aren’t going to get anything without the chipset from Sony. (They kinda update their models too fast and discard those that are replaced as fast too…)
Hope this helps! :D