Just for the sake of sharing the information:
Me and my wife are now Xfce compliant
I choose to run Xfce as Desktop Environment. As I require KDE/Gnome apps, I've chosen to "Run KDE and Gnome Settings at startup".
The performance gain is awesome, despite of parts of KDE/Gnome being loaded at startup. The annoying stuff relates to file associations, fonts display, color schemes that differ from Evolution to Krusader, for example.
This is a one-go task, switching from gnome-control-center to kcontrol to adjust minor "visual" settings.
All is configured now, and I would definitely recommend such approach.
My next evaluation (I'm seeking pure performance and some UI improvements) will be ROX Filer, as I read that the recipe Xfce + ROX rocks
Thanks for following up this thread, btw