They put more stress on your drivetrain and clutch because: 1) with short gears you are shifting more, thus using more clutch, which will shorten the clutch's life. 2) You are in higher rpm ranges more often, which puts more stress on the engine and drivetrain.
With 4.10's on the freeway, your engine is at a higher rpm than with taller gears, which over time can make some difference, provided you are on the freeway a lot. I agree with daGGer on this one: if you aren't on the freeway as much do 3.73's. If you are on the freeway more, do the 3.55's.