There are several different screens available for the Alphas not only from Sony but third parties as well. It is an easy enough job to chance your focus screen, but it can end in disaster what ever you do do it in a clean dust free environment and don’t touch the screen surface with your fingers. Please use latex gloves and tweezers. The first screen I ever replaced was on my Dynax 7D I took note of the manufactures warning and ignored it 😦 only to leave large dirty prints all over the inside of my new focusing screen that really did get annoying very quickly
Focusingscreen.com have an easy steep by steep guide using an A550 but the process is basically the same weather you use an A200 or and A700 etc. they also have a large selection of screens available for different Alphas from the A100 through to the A700.
Sony Offer a type M (FDA-FM1AM for the A900/850) and type L (FDA-FL1AM for the A900/850) screens both of which serve different purposes. The M is designed for manual focusing and will come in handy with M42 users, and the L has a lot of composition guide lines
Different types of screens offer different types of advantages e.g. the Grid pattern of the Sony type L allow you to see your composition structure differently, and the split screen version offered by Focusingscreen makes manual focusing a lot easier
There is no real disadvantage to using such a screen. But there is the danger of getting dust inside the viewfinder or dirty marks in the screen itself, this will not damage your camera or affect the photos you take. But it is very annoying when you look through your camera and there is lots of stuff built up inside the view finder.