There is no real advantage with using the a CNR NIC or modem. Both will perform the same as the PCI counterpart, although you do end up saving a PCI slot. It certainly won't slow down anything.
The problem with CNR devices is that they are quite expensive...almost the same price as a full blown PCI device.
If I can find a really cheap CNR NIC, I might get one to take advantage of the onboard Intel Pro 100+ VE integrated onto the ICH SouthBridge Controller.