I'm also interested what it actually menas to be connected to the community?

Is it only that we can use the marketplace?
Is paying also done over this community account then?
Are other details of the webpage automatically transferred into the community? I don't know, the website url, users, etc?
What data is shared, when connecting my website over an community account?

Just to update you on this question...

If you look at this both Andrew and Franz (from the core team) are explaining it all in the latest Totally Random Show: http://www.youtube.com/watch?feature=player_embedded&v=4956DGJd...

Connecting to the community will create a project page for you, and you only. The reason you should connect to the community is to assign licenses of add-ons (especially bought add-ons). The url to your site will show up on your profile page, but not for public viewing but for your reference only. You may, if you wish, submit your final site as a showcase, but that is up to you.

No sensitive date is shared and you can rest assure your users information, as well as your site information, won't be shared.

By connecting to the community you will also have the possibility to easily download add-ons and themes directly from the dashboard and also be notified on updates for the core, add-ons and themes.

Paying of add-ons and themes can be done via paypal or credit card to concrete5 and should be done via the marketplace.

I hope this clears things for you, and you will probably get an answer from @Frz as well.