Con: Insurance Hassles
Most alternative therapies haven't been scientifically proven to the standards of the medical community, let alone to the insurance companies. Health insurance typically doesn't cover the cost of treatments like acupuncture and dietary supplements.
There's one of two possible outcomes, then, if you choose to go the alternative treatment route: Either you fight the insurance company to get reimbursed, or you pay for it out of pocket. Some insurance companies might cover chiropractic, and some might give you something toward acupuncture if you bother them enough and cause your cortisol levels to skyrocket in the process. In terms of stress, fighting an insurance company is up there with negotiating a mortgage. But it's nearly impossible to get insurance to cover something like nutritional supplements, even if there's pretty good evidence that they work.
The result is that you might end up paying more for a visit to an acupuncturist than you would to see a cardiologist, since the doctor visit is covered by your health insurance. Getting deeply involved in alternative treatments can end up costing you an arm and a leg.
But that's not the biggest problem. By far the most significant con to alternative medicine in general is the potential risk to your health.