Deep rims result in stronger, stiffer, and more aero wheels. They also allow you to use fewer spokes, which, also improves aerodynamics. The penalty is a few extra grams, but unless you are climbing mountains, the benefits generally outweight the costs. Many good all-purpose road wheelsets use 23-40mm deep rims, resulting in a semi-aero and reasonably light wheelset. If you want to use a track bike for fast road riding, I would buid something similar, the only real difference being the rear track hub. In my opinion, 27-30mm is the sweet spot for aluminum road rims.