Actually there are a couple of issues to consider when dry diving.
First, there is the cost...a good dry suit and undergarments is expensive. There are some good deals out there though if you are willing to look around.
Second, you may find that there is some additional task loading because you have to manage the air in the dry suit. Fortunately with enough experience this becomes fairly easy, but when you first start dry diving you may find it more difficult.
Third, there are some safety concerns such as the risk of uncontrolled ascents. A dry suit course or a good mentor is a really good idea.
Fourth, Dry suits may require more maintenance than a wet suit. There are two valves as well as the neck and arm seals that require periodic service and even a small puncture can turn a dry suit into a damp suit.
Fifth, I have found that I usually have to carry more weight in a dry suit and that I am less streamlined. This makes swimming a lot more work.
I have personally found that a dry suit is worth dealing with the draw backs in colder climates because it extends my diving season with out requiring me to travel to a tropical destination (in that way, it actually saves me money) and it is much more comfortable in cold water, especially on long and/or deep dives.
If you live in Pennsylvania you should visit Dutch Springs when one of the local dive shops is doing a dry suit demo. I know Indian Valley Scuba (
Indian Valley Scuba - deliberately different - by design!) is there quite often and they will not only let you demo different dry suits, but if you need them to they can even hook you up with a buddy experienced in Dry Suit diving. Best of all it is free and you can find out if you want to get yourself a dry suit and which dry suit works best for you.