Generally, there are no disadvantages from the defense point of view of having one. The State, if they are simply trying to pursue legitimate charges should not care either but it does give the defense a look at what the state offers, including the chance to cross examine the witnesses.
FYI, examining trials are few and far between. If a judge indicates that there will be an examining trial, the State simply runs down to the grand jury and gets the case indicted.
One thought...if the arrest was several months ago and the DA has not obtained an indictment yet, then you should consider consulting with an attorney and you may want to just let it lie.
Ms. Henley is right, most likely the DA will rush to the grand jury and get an indictment once an examining trial is requested.