I'm not worried about him going to the Cavs. The Cavs lose a great complimentary player who hustles the most out of that team, plays good D, and rebounds. They also lose Wally who even though is slow as hell, can space out the floor for Bron Bron. Sure Marion can and probably will play the 4, but does he matchup that well against KG? Dont think so. Does KG have to be particulary worried about sagging off of Marion to help on D? NOPE. He is a decent shooter, but has ugly form and is streaky.
I definitely think this trade makes the Cavs better in the short term, but come playoff time their fans will be crying in the stands with their Andy Afro's on their laps. I think this trade is more to appeal to Lebron. In his mind he figures hey, we have another star on the team, but the rest of the league knows Marions best days are behind him.
P.S. I would be more worried about the Lakers trading Odom for Marion. but thats another story.