Key performance issues are related to the number of controls in your form and the logic in your form.
There should not be measurable difference between script and visual studio .NET.
Certainly, script is deprecated - you should be using .NET for all of your code.
Better yet, don't use code! Why are you using code? Put that logic in a Web service. It'll scale better and you can reuse from all of your InfoPath forms.
Just my 2 yen though ...