I am writing some bookmarklets for a project that I am currently working on and I was wondering what the best practice for writing a bookmarklet was. I did some looking around and this is what I came up with

 javascript:void((function()
  {
    var%20e=document.createElement('script');
    e.setAttribute('type','text/javascript');
    e.setAttribute('src','http://someserver.com/bookmarkletcode.js');
   document.body.appendChild(e)
  })())

I felt this is nice because the code can always be changed (since its requested every time) and still it acts like a bookmarklet. Are there are any problems to this approach ? Browser incompatibility etc? What is the best practice for this?