I think you should go for it.
All the different Moodle installs have a place under the sun. Simple installs are great to start using Moodle, and perhaps use it with a handful of simultaneous users. If you're thinking of running with many simultaneous users, tuning is required. Just like with any other rich web app.
(Edit: Moodle for Windows is, as far as I know, tweaked for simplicity, not for performance. For multi-user performance, I recommend Linux/Unix).