A couple of random considerations on web applications versus the more traditional sort:
No one seems to get quite so uptight about closed-source web applications, like google. The same people (this includes me too, to some degree:-) who get uptight about basing any of their infrastructure on closed source stuff like Java have no qualms about google and gmail. Maybe it doesn’t feel as intrusive because it’s not installed on your computer. This is sort of a strange phenomenon, because I think most of the ‘purists’ realize perfectly well that Google et al. are not free software, but don’t seem very vocal about it.
In the form of google adsense, you have a ready-made revenue stream. It might not be the optimal way of making money off of your application, but you can get started very easily without having to dedicate much thought to it. Later, if you have clever, better ideas, you can always implement them, but in the meantime, at least you’ve got something to work with.
They’re easier to upgrade, but that’s pretty obvious.