The cheaper ones use a blade "grinder" and are simply a waste. Better ones incorporate a conical burr grinder. I think the problem with most of them would be grind retention due to design and steam from the brewing process clogging things in the grinder as well as adding humidity to any beans left in the hopper.
All the reports I've ready point to exactly what Spyder posted. The grinder gets gummed up and affects the entire machine. If you keep it very clean, you might be okay. I personally wouldn't be willing to spend $100 to find out though.
Coffee machine with built in grinder
Linear Mode
