Keeping them active all the time will mean the phone needs to update all the catalogues whenever it does an update. In HAM (the default app manager) this is daily be default (though it can be changed), and in FAM (Faster Application Manager) it's only done on demand. Updating the catalogues will, if done over the phone network, impact any data download limits. It will also take up some space on the home/opt filesystem. There will also be some associated processor usage, both in managing the downloads and in checking for updated packages.

Leaving the catalogues disabled will get rid of this cost, but means you will have to do a catalogue update every time you re-enable them. If you only occasionally install apps from them then this isn't much of a problem, otherwise it could get rather annoying.