Is it beneficial to use an Airport Express's wifi instead of my modems?
The advantage is you can locate the airport potentially closer to you than the modem. The disadvantage is you need to set it up and perhaps string an ethernet if you wish to avoid delays of wirelessly extending a network.

If I could, I would always run an ethernet cable (gigabit if possible, but 100 is usually faster than any WiFi consumers use in practice) from the router to all base stations.

That allows you to choose different channels and devote 100% of the wireless bandwidth to serving clients as opposed to backhauling traffic to the router.