the router/modem, whichever you use to set the DMZ device will remember which device is the DMZ by its MAC address.
so even if it moves ports or you reset the settings on the device, it will still have the same IP on the router/modem.
ive never seen or heard of any issues with devices running dmz.
i have my wireless N access point as my DMZ device so my ipad and ipad mini and laptop are open to all ports.
now granted i cant see my two desktops FROM my laptop, but i can see my laptop FROM my two desktops.
i can also SSH into my ipad from my desktop.
when setting a DMZ device, the router/modem will HAVE to be rebooted.
if a DMZ device is already set, both devices must be rebooted/shutdown.
there can only be ONE DMZ device.