If you are not reporting on the DSO, you should not create sids. This will save a ton of DSO activation time during your data load process. If your DSO is loaded daily, you will save activation time every day.
For reporting on the DSO's, the first time you execute the query will be pretty slow because it has to generate the sids. However, after the query is executed, it will be cached which will be used during the next execution.
So it's really a trade-off of importing data load performance, or query performance.