Pros-wave in the flow, nice to watch. They are cheap and easy to find. Most LFS have them.
Cons-They don't host any clowns (although my Clarkii hosts in one so, see, nothing is written in stone!). They have a tendency to move more than some other anemones. They are not very colorful.
Also check out the Anemone/Clownfish FAQ at the top of the forum. Good info there.
If your tank is ready for an anemone you might want to consider a bubble tip instead. Easy to care for as long as water conditions are stable and they come in green and rose colors. Very pretty.
Just some quick info. Good luck with whatever you choose.
As far as acclimation, about the way you do fish, but slower. I use a drip acclimation with everything, but you can acclimate in the bag also.