[wp-hackers] Overhead associated with loading wordpress in an external script

[Ryan Bilesky]

I am writing a plugin that will be accepting paypal payments.  I am writing
an ipn script to handle the payment notification.  Now I can just include
wp-config.php and do what I need to do with direct db queries, but it might
be easier if I could just load wp and use wpdb to make it easier.  Is there
any significant performance reasons I should just stick with using the
details of wp-config to make a direct db connection and queries?