Attachments are all compressed using the standard zip compression algorithm before being imported into the database, so anything that is not already in a compressed format will be significantly reduced in size when stored in the database. (FYI: Documents in pdf format, and graphics in jpg format, for example, are already compressed, so they will take up approximately the same amount of space in the SOS database as they do outside of it.)
Bottom line is that if you use the option to delete the originals after importing, the net storage used will be less than if you just saved the documents separately on your hard disk or network. You also enjoy the benefits of greater security, the convenience of having the attachment information in a handy location, and the peace of mind that your attached documents are backed up along with the rest of your SOS data, with no need for any change in backup strategy or configuration.
Impact on performance of the database should be negligible, assuming appropriate amounts of RAM for the size of your database and modern disk drives.