I wouldn't call this a negative, just a difference. They can be cold or hot, adjusted to your preference by putting them in the refrigerator/freezer, or running hot water over them for a minute or two. Stainless steel is great for that reason. Another thing to consider is weight. I recently purchased the Pure Plug 2.0, and it is different from any other plug I've ever used just because it is so heavy. I love it for that reason, so definately not a negative. The weight of some steel dildos may enhance your experience in the same way. The Njoy Eleven, for example, is big (2" in diameter on one end) so it has to be heavy, and it may be hard to handle as a result.
They are also perfectly rigid. they don't flex, bend, mash, or anything else. There will be a definate difference between a stainless dildo and one made from Vixskin. The feeling is very different, but who's to say if you will like it or not?
Cost is an issue. I'm saving up for the Njoy Eleven. It's pretty spendy. I think it will be worth it though. I rationalize the price with the knowledge that stainless steel toys will last a long long time. They are also easy to clean and sterilize.
All things considered, I think the stainless steel toys are worth it.