Just a few details:
The arduino and the multio are plug in play. The arduino needs an aditionnal free USB driver on XP and OSX.
"arduino needs to be "programmed" using a proprietary software (java-based) that runs on mac and windows (and with some work should work on linux too). you have to know how to write java code to use arduino." Actually, programming the Arduino hardware takes one step through the open source IDE. Arduino is not programmed in JAVA but with an Wiring simple syntax (you can also use C syntax and functions if you are more advanced). http://www.arduino.cc/en/Reference/HomePage for the basic commands.
Arduino works great on Debian. Here is how: http://www.danslchamp.org/mrtof/cours/arduino0004debian.html
The Arduino can be wireless (so could the be the multio) for less than 30$.
If you want to embed the Arduino or Multio into your creation, go for an Arduino (and buy a new one for every project): you will never have to dismantle your custom hardware, controller or installation If you want to use the same device for everything, go for a Multio.
Tom