All in all, with many small builds uploaded to AppDomain, there shouldn't be too much to worry about. The only general statement anyone can make about this is to measure the actual performance of the application in the appropriate scenarios, and then see if that matters.
ASP.NET has some automatic application lifecycle management that will process AppDomain after certain events. For example, if the application has too many recompilations, ASP.NET will automatically restart the application. This means that all previously loaded assemblies will be cleared and you will start from scratch.
See MSDN for more information: http://msdn.microsoft.com/en-us/library/s10awwz0.aspx
numRecompilesBeforeAppRestart
Optional Int32 attribute.
Determines the number of dynamic resource recompilations that may occur before the application restarts. This attribute is supported at the global and application level, but not at the directory level.
Note
ASP.NET increments the NumRecompilesBeforeAppRestart property every time the assembly is invalid and cannot be removed.
The default value is 15.
Eilon
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