Alex,
The gallery product doesn't use much resource of the server. The only part that could use the server resource is the batch build function. The batch build function will created all the thumbnails for the gallery folder dynamically. If you do have a lot of images, that will take some resource. After that, the entire image's info is stored in a XML file.
When you run slide show and list the entire image' thumbnails, the control only need to read the content from the XML file.
You can make a test on your own machine; see how much CPU the gallery will takes.
Keep me posted.
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