Any filter that uses: index, host, source or sourcetype would be very efficient, as these data is stored as metadata and splunk finds it super fast. So yes, always include all those filters if possible.
If you use any other key value to filter then splunk had to use the index to filter, so the link provided by MuS details the performance impact of this kind of search
Regards
EDIT: Additional info from docs:
Leverage indexed and default fields whenever you can to help search or filter your data efficiently. At index time, Splunk extracts a set of default fields that are common to each event; these fields include host, source, and sourcetype. Use these fields to filter your data as early as possible in the search so that processing is done on a minimum amount of data. For example, if you're building a report on web access errors, search for those specific errors before the reporting command:
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