I am no Java expert but they write that this syntax automatically creates a anonymous inner class - every time you create a collection instance in this way. Or am I wrong about this? Most of the examples given are creating static objects but the last example a non-static object is created in the same way. Imagine you are doing this a couple of times then you end up with a lot of anonymous classes. Isn't there a limit…
The cases in which to worry about stuff like this is if you need to load the code on someone else's machine, like with an applet or Android.