I agree completely.
There is overhead in running a snippet in MODX. MODX has to parse the tag for the snippet name and properties, merge properties from the tag with properties in property sets and default properties, find the snippet code, and then execute it. Running one snippet requires half the overhead of running two.
There's almost always a trade-off between convenience and speed, though. The fastest thing you can do is put *everything* (including all the HTML) in the snippet, but that will cost you in maintenance time.
The second fastest method is to use getChunk() with no second argument and use str_replace() to replace the placeholders yourself. This is a good compromise (especially if there are not a lot of placeholders) because getChunk() is fairly fast with no second argument since it doesn't have to parse the incoming chunk at all or deal with any properties. You can still use properties in the snippet tag (or property sets or default properties) to set options for the snippet. I use this method often (as do many of the MODX standard extras).
I usually leave System Setting tags alone as they are fast and usually not affected by parsing order.
I very rarely use a snippet that gets a chunk that contains another snippet tag (in fact, I rarely use chunks that have anything but placeholder tags in them).
By far the slowest thing you can do is to use output modifiers (especially conditional or math output modifiers). They are very convenient, but MODX has to take the time to parse them and figure out what to do before doing any real processing. Since you already know what you want done you can just code it and it will be done much faster.
The compromise method, for people who are not comfortable with PHP, is using the 'if' snippet, which is a lot faster than any output modifier.
When you think about the fact that your site's bounce rate can be affected by millisecond differences in page-load times, it's often worth trying to speed up the processing.
It's not relevant to this discussion, but it's worth mentioning that one of the biggest factors in page-load speed is the number of http requests, so if you have a lot of different images in your Template, it's worth using CSS Sprites for them so they're all retrieved with a single http request:
http://www.alistapart.com/articles/sprites/
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PLEASE, PLEASE specify the version of MODX you are using.
MODX info for everyone:
http://bobsguides.com/modx.html