Bridged NICs
Most people bridge their connections to ensure connectivity, ie. 2 NICs in your PC connect to 2 ports on the back of your router. If you lose one NIC you still have an established connection to your router, although the chances are you will only have one connection from your router to the outside world!
Alternatively, if you are looking for high capacity transfers between your machine and other local PCs / Servers, bridging will increase your capacity, so long as your router has sufficient overhead to make use of the bridged input.
The chances are that unless you are running a server farm, you will only be interested in the first option above. Just one piece of advise if you do bridge your NICs, the resultant connection may indicate a speed which is not really attainable. For example, I linked 2 GigaBit cards, potentailly giving me a 2GB backbone onto a 10/100 switch. The machine faithfully told me that it was putting thru' a capacity of 1GB Duplex, even though there is no way on God's earth that the switch could handle it!
You have been warned!