Hi Jeremy,
Anytime you add a syslog destination, you require the firewall to generate and send an additional packet for every log message so there will be a small amount of additional overhead. However, given that you're only going from one server to two, I would expect the difference to be almost negligible and it should not affect performance in a noticeable way. Unless you are already pushing traffic through the firewall at close to the capacity of the box (i.e. if you're already above 80% or 90% CPU/memory utilization with 1 logging destination), you should be just fine.
Hope that helps.
-Mike