The downside to this is, if you run more than one domain name for the same site it is not possible to be logged into to multiple domains at once.

Even going from domain.com to www.domain.com or viceversa will find you logged out (unless one forwards to the other, which often they do not - e.g. http://ubbcentral.com/forums/ubbthreads.php/ubb/cfrm and https://www.ubbcentral.com/forums/ubbthreads.php/ubb/cfrm )

It would be nice to be able to specify multiple domains - I seem to remember a hack for this some time ago on threads.