Like Heidi, I think the advantages do outweigh the disadvantages. Having said that....I would be mindful of the wildlife on the edge of woods and marsh. There are birds of prey like hawks and owls that will swoop down at night looking for smaller animals. So if you have pet rabbits, chihuahuas, or chickens you may want to be sure everyone is in before dusk.
I live near wood, wetlands and a man made retention pond in zip 32003, close to Orange Park, The only disadvantage would be bugs and snakes. The advantages far outweigh the disadvantages! We see a lot of birds, eagles, egrets, ducks etc. Plus have the advantage of privacy in our backyard.