I use Windsor from CastleProject and found it extremely useful for reducing dependencies. I haven't noticed a performance issue yet, but one thing I find is that the configuration can get a little cumbersome. To help in this regard, I'm starting to look at Binsor, which is the DSL for Windsor written in boo.
Another thing to keep in mind is that when navigating through the code, you will not be able to jump to the code that will be executed at runtime.