Drawbacks of create index where is not null ?

Hi,

I have pretty large tables, with columns that might never receive any
data, or always receive data, based on the customer needs.
The index on these columns are really big, even if the column is never
used, so I tend to add a "where col is not null" clause on those indexes.

What are the drawbacks of defining my index with a "where col is not
null" clause ?

Franck