Use DirectX quads instead of sprites in Feature Requests
Client.screen improvements seem to be a better area of focus as I've heard a number of complaints that HUDs are slower than images when used for the same purpose, and that shouldn't be the case.
Either way, it seems odd that such simple effects would cause such a large hit to CPU usage. Using 5% CPU per player limits a server to a mere 20 players before it maxes out.
I'm confused, is the CPU usage on the client or the server? If it's on the client that's not as big of a deal.