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As a DD you might get tired of shifting more, the gas mileage will drop, resale might drop, tires wont last as long.
on the other hand its alot more fun, 5th and 6th gear are actually useful. the car is quicker, more bottom end with a big cam,
I had a set of 4.10's with my h/c/header setup and it was mucho fun! However, I wouldn't do it as a dd for the reasons posted above. I now have a stage 3 RPM Quaife 3.42 diff in it's place for my FI setup.
If your car is NA, there's nothing better than 4.10s. I drove my M6 with 4.10s for two years before I sold it.
It's crazy fun on the street. And very good if you ever visit the drag strip. We don't buy these car for mileage. That said, I didn't notice a significant drop in mileage with my car.
I have 3.73s in my 6 speed FI car and I like them a ton. I am not sure I would go as deep as 4.1s. I think that might be a little to much more to be good.