I do not quite like the Fast Web Install idea of Market app.
I use AppBrain for my app installs and it lets me manually select if-and-when I would like to install or update an app selected from my AppBrain account to my phone.
That is (I noticed) not the case with the Market app. So, if I (or someone gaining access to my google account) were to select an install from Market, it would just get installed on my phone shortly -- no questions asked.
Similarly, I prefer to install apps when the phone has a Pass-Through or WiFi data connection. But, this auto-triggered install can happen any time -- I don't like that either.
I could not find any settings in my Market app that will make it ask before it downloads and installs an app. I would like to control this at the phone (rather than from my Market account login).