There are many positive aspects of argon gas windows, however the couple of negatives might make the windows a difficult choice for some.
Argon gas windows are energy efficient due to the density of argon gas being heavier than oxygen. In this way the gas between the double-paned windows are less effected by convection currents and drafts. By keeping the heat or cold air inside the house, the windows provide a better insulator than windows with oxygen between the panes. Oxygen is also a corrosive agent creating drafts due to rusting and corroding the areas around the windows. Argon is inert and will not cause this problem.
Argon gas is also relatively abundant in the atmosphere making the windows an inexpensive option when compared to other energy-efficient windows.
Unfortunately, it is generally agreed upon that argon gas dissipates out of the windows over time, minimizing the effectiveness. However, the rate at which the dissipation occurs is unknown. For this reason, very few companies guarantee energy savings with argon gas. Be sure to read the fine print of the contracts.
Argon gas is also not available at higher altitudes because of the capillary tubes necessary to vent the pressure which releases the gas.