Some rules are significantly more performant than others. Most notably rules that operate within a table i.e., make this field in this row read only if another field in this row is "disable", will slow down a form. Obviously attempting to consolidate rules as much as possible is preferred for both maintenance and performance reasons, but if you're not getting any warnings when saving the form this probably doesn't apply to you.

Otherwise, you will only realistically see performance issues for having a lot of field rules run right on page load.

There is no real "best practice" here as its completely dependent on the types of rules you are using. until you hit a performance issue I wouldn't worry about it.