I'm also a 'nearly' - whilst I have a bridge at the front of my mouth (lost my front teeth after an impromptu flying lesson) I've also recently had two molars removed (upper left and right) as a result of abscesses and, to put it mildly, I find the gaps a bit annoying.
I'm lucky enough to have a very good dentist and we did discuss the possibility of having implants fitted where the two molars were (my existing bridgework is fine, so if it ain't broke etc.).
The obvious thing is the expense, particularly if you're going private - it isn't cheap (I was looking at north of £2k per tooth, although prices will vary). The second is that it isn't something that you get done immediately like a filling - according to my dentist treatment time is typically 3-6 months and there are various stages to the treatment, but then you probably know that already.
The dealbreaker for me, however, was the fact that I'm diabetic - going down the implant road would have required me to exert iron control over my blood sugars (above and beyond what I'd normally do) during the treatment phase and even then there was no guarantee that the implant would take - in the end it was decided that it wasn't worth it from both a financial and 'medical' point of view. Again, your circumstances will vary - I'm living with the gaps but at some point in the future I'll be adding to my bridgework collection (dentures were never discussed!)
Ultimately, of course, the choice is yours - discuss it with your dentist and, if you feel the need, get a second opinion.
I feel your pain with regards to dentures though - I had a plate before I had my bridgework done and I absolutely hated it (indeed, it was the main motivation behind shelling out for a 'proper' bridge)