Pros
Good snacks, and the name looks good on your resume. The latter will be especially useful since you won't want to stay long.
Cons
Bureaucracy rules the company. Red tape everywhere makes it impossible to get anything done. Middle-managers are very snooty and won't lift a finger - in fact, middle management is so bad here it is as though they are driven by nothing but the fear that their more junior colleagues will one day outshine them, and usurp their jobs. It is reminiscent of Stalin, though he was likely a more effective and empathetic manager than anyone I ever encountered here. Therefore, no one will be giving you any stretch assignments and your career will stagnate during your time here. The only way to survive at Dow Jones is to play teacher's pet and suck up. More generally, the only way to survive a Dow Jones job is to leave it.