Is there any benefit to using Airport Express rather than with my wireless router?

Originally, I was using ethernet service and when I switched to a different provider, I went ahead and installed Airport Express and got rid of that ancient wire. I've switched to yet another provider and now use a wireless router. I went ahead and installed the AE to access the Airplay option for playing iTunes through my external speakers.

I'm wondering if it makes any difference in terms of performance and/or security to be using the AE at all rather than just the plain wireless network?

AE claims online and in its user guides to offer improved speed and security but in all honesty, I don't know enough about networking to know if I'm better off just unplugging the **** Airport Express rather than wasting the electricity?

(I do realize that to have the Airplay option, I will need to be using the AE.)

Is one option more secure than the other?

I already use Gatekeeper, encrypt my hard drive with Filevault, backup my computer regularly, avoid opening unknown emails and links, and use an ever-changing list of super strong passwords so I'm not so much worried about security improvement as should be there any differences or obvious reasons for why one option is better than the other?.

My internet performs equally in all categories whether I'm on my home network or using my AE network so I'd like to know if I should hang onto this setup with the AE as my primary network or unplug it and use what I was provided by my ISP.

I own a Macbook Pro, Early-20011 model, running on Mountain Lion 10.08.4 if this makes a difference.

Thanks for any help provided.