I tried a drilled one very briefly...didn't notice anything, and even in the summer time my 180 barely sees that. I have no need for one, so I guess that's where my reasoning lies.
I honestly have never seen the issues with cold coolant and a block cracking, but that doesn't mean that it doesn't happen.

Back to the story though, I gave the T-stat back to my friend and said have fun with your $20 T-stat.

oh well.