i dunno, but will your machine suffer great slowdown if you use a very complex regex? like for example the famous email validation module proposed just recently? which can be found here RFC822
update: sorry i had to ask this question in a hurry anyway i posted the link to the email regex i was talking about
It highly depends on the individual regex: features like look-behind or look-ahead can get very expensive, while simple regular expressions are fine for most situations.
Tutorials on http://www.regular-expressions.info/ offer performance advice, so that can be a good start.