NiftyCorners Cube is very slick, but I have used it on a couple of sites for clients and found that it can seriously increase the load time of the page if you've got a lot of rounded areas to render. It also caused the page to flicker in IE, due to the delay in rendering the rounded corners.
So, for me the solution was to only use it on boxes that had no height or width specified, and then to use images on everything else.
If all the extra requests are an issue, you could try using css sprites.
Another gotcha with Niftycube is that if you're using a gradient background, you may see that the area behind the rounded corners isn't always the same color as the page background.