The problem with cones is that you need something harsh to get off some of them and that something harsh dries out the hair. Also cones don't let the hair breath so can make the hair frizzy with continued use.
If your hair doesn't mind sulfates and you use them often enough to keep the cones from building up on your hair then there's nothing wrong with them. They make the hair soft and shiny and keep frizz down.
There are also some easier to remove cones. In the summer amethicone is my friend! I use the Garnier fructis leave in with that in there and it keeps the frizz down and gives me shiny hair. So far I've not had buildup from it since it comes off easy. There are a few other easier to remove ones.
The problem ones for most end in xane, oh and that cyclo.. cone one, nasty stuff. It takes two sulfate poos just to get that xane one off, I practically have to blast it off with dynamite.