People keep talking about BNet wide heirlooms, pets, and such. Hasn't happened yet. Also I guess it's easier to manage your accounts, but I'm rarely on the account page anyway. As much as I login all my characters at the same time it's a nice convenience to have. You can call Blizzard support and have them separate your accounts for you. It's a process that can only be done over the phone. I had already created extra e-mail accounts ahead of time so that when I got to the customer service rep it took about 10 minutes to complete the process. Waiting on hold....that's another story though...
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