Raid 0 setups are much more likely to fail than normal setups. Not that it'll fail often, but it does occur somewhat more often than usually. One thing is that only one HD needs to fail, but the raid controller might also fail, in which case the whole raid setup also fails. Also, if the raid fails, you will not be able to recover any data, whereas on normal setups that have failed, you're normally able to recover somewhat of the data.
I really won't recommend Raid0 to any "normal" users unless they can come up with a good explanation for needing the extra speed. If you do need the speed, i'd recommend that you get either a raid 0+1 or raid 5.
Raid 5 gives you slightly better performance than normal setups, though not as fast as raid 0. Raid 5 can be recovered though, it can continue running even if one disk has failed. If two disks fails, you're fubar.
EDIT: Oh yeah, and if you're wondering about the different raid setups, here's an easy to understand graph:
