I understand that you need to sample at a frequency greater than or equal to the Nyquist frequency to reconstruct a signal/aliasing etc. I read though that a "more conservative" approach is to sample at 2x-5x the Nyquist frequency (Rampil '98, on EEG processing). Assuming signal bandwidth doesn't extend beyond $F_N/2$ (has been low-pass filtered), are there effects/advantages of sampling at higher frequencies than $F_N$? That is, if I have a signal with no components above 100Hz, is there an advantage to sample at 1kHz vs at 200Hz?
The context is that I'm resampling various signals (EEG, EMG, joint angles) to a common time basis and need to pick the target frequency. Processing time is fast enough to not be a huge concern, but I do want to decrease it somewhat.