Collections.synchronized

[Gunnarsson]

Is it good programming style to use:
Set s = Collections.synchronizedSet(new HashSet());

instead of using synchronized methods where objects are inserted and removed.
Are there any drawbacks to this? Is it slower? Bad coding style?

[Gunnarsson Again]

How do I create a sync:ed LinkedList?
This doesnt work:

LinkedList mylist=Collections.synchronizedList(new LinkedList());