I've never tried it with a laptop. Generally speaking, though, the mechanics in a laptop's fan might be more susceptible to wear mainly because of their size. No idea about today's harddisks, though. Probably not much difference there.
As for the data card/stick: If the laptop (or more precisely the card) heats up noticeably, it can affect the throughput. Some of those can be incredibly funky.
I'd recommend using the stand-by mode.
Michael