Its not all about the connection either. Running a consistant dedicated server means that your machine can very rarely be under load, because the mroe stress your machine is under, the worse your clients' connections will be. Setting your server to high priority should keep things in check, but if you have a low/mid range computer, simply running the server might affect performance of the rest of your PC.
I probably made it sound worse than it can really be. I ran a few dedicated servers adding up to a grand total of around 5 years before co-owing a NuclearFallout server and never had many problems. Its just something to be aware of.