Heh heh. They are great innit?
It's no more than logical that there is some penalty gets added for lots of, or very complicated — or both :) — GREP styles. I guess I'm lucky because my larger books (> 600 pp) get divided into separate files per chapter, only being glued together with the Book function on final exports. That might lessen InDesign's burden a bit.
But it seems the GREP styles get processed as soon as you enter or change them; there is a delay, and then suddenly you see your text re-flow, highlight, format, and generally magically get transformed into smart text, and after that I haven't noticed (yet) any substantial extra delays on redrawing and editing the text.
As for a separate GREP section: well … I dunno. I really enjoy pointing people towards a GREP search/replace or GREP Style solution even if they ask something not immediately related to it. They wouldn't know to ask such a question in a hypothetical GREP forum if they hadn't already considered using it in the first place.