Well, VLAN'ing is essentially tagging all packets with VLAN information at the concentrator (in this case pfSense). So, it can reduce compatibility, especially with "dumb" network devices like PDAs, printers, legacy OSes, older routers/switches, certain content filters which act as a bridge, etc. It also adds a touch of complexity to the network as a whole, so if you're novice at networking you might want to think consider a few different scenarios. For instance, if you already have switching that will do layer 3, that would be preferable in terms of simplicity. Then the switch would provide routes to each network and to pfSense, and the pfSense would just have to worry about firewalling.
You'll get a lot more throughput switch to switch than through pfSense… unless you threw some monster hardware at it, that is. pfSense uses the PF firewall from OpenBSD, which is really anything but lightweight. It has a lot of sweet features, but they come at the cost of relatively high overhead compared to other packet filters.