My experience has been that any modifications to skins do not improve performance they just are visual changes and if anything lead to issues as the forum software is upgraded over time. I would stick to a 100% stock theme.
There are definitely performance issues with the stock theme. For example, we've substantially decreased the time to
FCP, as the vanilla theme lacked a modern approach to handling resources--many of the technologies we used to accomplish that didn't exist when the theme was first written (or weren't widely adopted).
Upgradability of themes isn't a major concern in our case. We've forked and rewritten large chunks of XenForo already; that's a far bigger barrier to upgrading than themes. Many of our theme changes are implemented as XenForo's "template modifications" through add-ons, rather than manual changes directly to the templates, which makes upgrading templates pretty easy.
Keep in mind, vanilla XenForo isn't really designed for a site of our size. It doesn't scale well out-of-the-box, and even with their enhanced search add-on, you can see pretty clearly that they didn't think through things like search from the perspective of a large forum. Some large forums solve this by just throwing beefier hardware at the problem, but that's relatively rigid, fragile solution. (What do you do if the whole datacenter goes down?)
Don't be afraid to request visual/UI changes--those are among the easiest changes for us to implement, with relatively little long-term overhead. Major functionality changes are far more time-consuming and have a greater impact on upgradability.
So considering NP is already significantly hacked (behind the scenes), I don't think it's realistic to expect any significant theme modifications as well. As it stands it's likely a pretty big pain each time the forum software updates.
Theme modifications are among the easiest we can make. As for the "hacks", they're stored in the form of a patch queue. When we upgrade, we simply reapply all the patches automatically. This doesn't work for major version upgrades, though--for those, we have to rewrite everything, including add-ons and our patches.
Don't worry about the viability of changes when requesting them. If a change will be difficult to implement, we'll tell you.