Yes the effects mentioned use more resources. Compositing managers use more resources than tiling or stacking window managers so therefore the effects provided by compiz, kwin, and the like are going to use more resources. As for the issues with effects, it may be your physical hardware but also check that you have an updated version of gl on your system, I am a full-time Xfce user however I was messing with KDE two months ago and the effects of Kwin crawled on my ATI card with 512mb ddr5. I knew this couldn't be my card because under Xfce it ran fine, however KDE 4.5 for some reason didn't like my version of gl installed on my system. I updated and it was fixed.